Stochastic Runge-Kutta method for stochastic delay differential equations
Random e�ect and time delay are inherent properties of many real phenomena around us, hence it is required to model the system via stochastic delay di�erential equations (SDDEs). However, the complexity arises due to the presence of both randomness and time delay. The analytical solution of SDDEs is...
Main Author: | Rosli, Norhayati (Author) |
---|---|
Format: | Thesis |
Published: |
2012-04.
|
Subjects: | |
Online Access: | Get fulltext |
Similar Items
-
Application of stochastic differential equations and stochastic delay differential equations in population dynamics
by: Bahar, Arifah
Published: (2005) -
Modelling the cervical cancer growth process by stochastic delay differential equations
by: Mazlan,, M. S. A., et al.
Published: (2015) -
SARK : a type-insensitive Runge-Kutta code
by: Wade, Kevin Christopher
Published: (1987) -
Stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential algebraic equations
by: Priya Nair, et al.
Published: (2021-11-01) -
New rational and pseudo type runge kutta methods for first order initial value problems
by: Teh, Yuan Ying
Published: (2010)