STRONG PREDICTOR-CORRECTOR APPROXIMATION FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

Yuanling Niu, Chengjian Zhang, Kevin Burrage

Journal of Computational Mathematics ›› 2015, Vol. 33 ›› Issue (6) : 587-605.

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Journal of Computational Mathematics ›› 2015, Vol. 33 ›› Issue (6) : 587-605. DOI: 10.4208/jcm.1507-m4505

STRONG PREDICTOR-CORRECTOR APPROXIMATION FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

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