2-stage Stochastic Runge-Kutta for Stochastic Delay Differential Equations
This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and...
| Main Authors: | , , , |
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| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/6106/ http://umpir.ump.edu.my/id/eprint/6106/1/fsti-2014-norhayati-2stage_stochastic.pdf |