Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions.

Published in: Appl. Math. Comput. (2011)

Keyphrases

numerical solution
differential equations
partial differential equations
finite dimensional
finite difference

nonlinear equations
low order
difference equations
finite element
ordinary differential equations

exact solution
sufficient conditions
numerical methods
multiresolution

curve evolution
image analysis
linear programming
hidden markov models