Introduction to the numerical analysis of stochastic delay differential equations

Stochastic taylor methods for stochastic delay differential equations

Rosli, Norhayati
Bahar, Arifah
Su, Hoe Yeak
Abdul Rahman, Haliza

January 2013

This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...

A Systematic Derivation of Stochastic Taylor Methods for Stochastic Delay Differential Equations

Norhayati, Rosli
Arifah, Bahar
S. H., Yeak
X., Mao

January 2013

This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochasti...

On functional differential equations with proportional delays

Liu, Y.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:D213205 / BLDSC - British Library Doc...

Numerical analysis of delay differential equations with variable delays

Iserles, A
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1993

Available from British Library Document Supply Centre- DSC:9106.1605(CU-DAMTP-NA--7/1993) / BLDSC - ...

The numerical solution of delay-differential equations

Wille, D.R

January 1989

In 2 volsAvailable from British Library Document Supply Centre- DSC:D95154 / BLDSC - British Library...

Stochastic differential equations and related problems inspired by physics

Chan, T

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:D61170 / BLDSC - British Library Doc...

On nonlinear delay differential equations

Iserles, A
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1992

Available from British Library Document Supply Centre- DSC:9106.1605(CU-DAMTP-NA--1992/13) / BLDSC -...

On approximate integration of a class of stochastic differential equations

Maghsoodi, Y

January 1983

SIGLEAvailable from British Library Document Supply Centre- DSC:D52466/84 / BLDSC - British Library ...

Numerical approximation of the characteristic values for a delay differential equation

Ford, N.J.
Manchester Centre for Computational Mathematics (United Kingdom)

January 1999

A report in association with Chester CollegeAvailable from British Library Document Supply Centre-DS...

Developing a delay differential equation solver

Paul, C
Manchester Univ. (United Kingdom). Dept. of Mathematics

January 1991

Available from British Library Document Supply Centre- DSC:6184.6725(204) / BLDSC - British Library ...

Introduction to the numerical analysis of stochastic delay differential equations

Buckwar, Evelyn

December 2000

AbstractWe consider the problem of the numerical solution of stochastic delay differential equations...

Numerical analysis of delay differential equations undergoing a Hopf bifurcation

Wulf, V.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN045960 / BLDSC - British Library D...

Stability criteria of stochastic partial differential equations with variable delays

Caraballo, T.
Liu, K.
Truman, A.
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:7769.086(no 500/00) / BLDSC - British...

Numerical analysis of functional equations with a variable delay

Buhmann, M.
Iserles, A
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:9106.1605(CU-DAMTP-NA--8/1991) / BLD...

Blow-up properties of stochastic delay differential equations

Hou, Zhuang (1984 - )
Mueller, Carl

November 2014

Thesis (Ph. D.)--University of Rochester. Department of Mathematics, 2014.[Abstract would not render...

Stochastic taylor methods for stochastic delay differential equations

Rosli, Norhayati
Bahar, Arifah
Su, Hoe Yeak
Abdul Rahman, Haliza

January 2013

This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...

A Systematic Derivation of Stochastic Taylor Methods for Stochastic Delay Differential Equations

Norhayati, Rosli
Arifah, Bahar
S. H., Yeak
X., Mao

January 2013

This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochasti...

On functional differential equations with proportional delays

Liu, Y.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:D213205 / BLDSC - British Library Doc...

Numerical analysis of delay differential equations with variable delays

Iserles, A
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1993

Available from British Library Document Supply Centre- DSC:9106.1605(CU-DAMTP-NA--7/1993) / BLDSC - ...

The numerical solution of delay-differential equations

Wille, D.R

January 1989

In 2 volsAvailable from British Library Document Supply Centre- DSC:D95154 / BLDSC - British Library...

Stochastic differential equations and related problems inspired by physics

Chan, T

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:D61170 / BLDSC - British Library Doc...

On nonlinear delay differential equations

Iserles, A
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1992

Available from British Library Document Supply Centre- DSC:9106.1605(CU-DAMTP-NA--1992/13) / BLDSC -...

On approximate integration of a class of stochastic differential equations

Maghsoodi, Y

January 1983

SIGLEAvailable from British Library Document Supply Centre- DSC:D52466/84 / BLDSC - British Library ...

Numerical approximation of the characteristic values for a delay differential equation

Ford, N.J.
Manchester Centre for Computational Mathematics (United Kingdom)

January 1999

A report in association with Chester CollegeAvailable from British Library Document Supply Centre-DS...

Developing a delay differential equation solver

Paul, C
Manchester Univ. (United Kingdom). Dept. of Mathematics

January 1991

Available from British Library Document Supply Centre- DSC:6184.6725(204) / BLDSC - British Library ...

Introduction to the numerical analysis of stochastic delay differential equations

Buckwar, Evelyn

December 2000

AbstractWe consider the problem of the numerical solution of stochastic delay differential equations...

Numerical analysis of delay differential equations undergoing a Hopf bifurcation

Wulf, V.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN045960 / BLDSC - British Library D...

Stability criteria of stochastic partial differential equations with variable delays

Caraballo, T.
Liu, K.
Truman, A.
Sheffield Univ. (United Kingdom). Dept. of Probability and Statistics

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:7769.086(no 500/00) / BLDSC - British...

Numerical analysis of functional equations with a variable delay

Buhmann, M.
Iserles, A
Cambridge Univ. (United Kingdom). Dept. of Applied Mathematics and Theoretical Physics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:9106.1605(CU-DAMTP-NA--8/1991) / BLD...

Blow-up properties of stochastic delay differential equations

Hou, Zhuang (1984 - )
Mueller, Carl

November 2014

Thesis (Ph. D.)--University of Rochester. Department of Mathematics, 2014.[Abstract would not render...

Stochastic taylor methods for stochastic delay differential equations

Rosli, Norhayati
Bahar, Arifah
Su, Hoe Yeak
Abdul Rahman, Haliza

January 2013

This paper demonstrates a systematic derivation of high order numerical methods from stochastic Tayl...

A Systematic Derivation of Stochastic Taylor Methods for Stochastic Delay Differential Equations

Norhayati, Rosli
Arifah, Bahar
S. H., Yeak
X., Mao

January 2013

This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochasti...

On functional differential equations with proportional delays

Liu, Y.

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:D213205 / BLDSC - British Library Doc...

Introduction to the numerical analysis of stochastic delay differential equations

Abstract

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Introduction to the numerical analysis of stochastic delay differential equations

Abstract

Extracted data

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