Numerical solutions of stochastic differential delay...

Journal of Computational and Applied Mathematics 2003 Vol. 151; Iss. 1

Numerical solutions of stochastic differential delay equations under local Lipschitz condition

Xuerong Mao, Sotirios Sabanis
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Volume:
151
Year:
2003
Language:
english
Pages:
13
DOI:
10.1016/s0377-0427(02)00750-1
File:
PDF, 139 KB
english, 2003
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