Skip to main content
Disciplines
Automotive Business IT + Informatics Construction + Real Estate Electrical Engineering + Electronics Energy + Sustainability Insurance + Risk Finance + Banking Management + Leadership Marketing + Sales Mechanical Engineering + Materials
Events
DE
EN
Books
Journals
Topic Page
Marketing
Start single access now
Access for companies
EXTENDED SEARCH
Log in
Top
Numerical Algorithms
Published in: Numerical Algorithms 2/2018

Open Access 11-08-2017 | Original Paper

The truncated Euler–Maruyama method for stochastic differential delay equations

Authors: Qian Guo, Xuerong Mao, Rongxian Yue

Published in: Numerical Algorithms | Issue 2/2018

Read the PDF-Version of this Article.

loading …
previous article An explicitly uncoupled VMS stabilization finite element method for the time-dependent Darcy-Brinkman equations in double-diffusive convection
next article Always convergent methods for nonlinear equations of several variables
download
DOWNLOAD
print
PRINT
Metadata
Title
The truncated Euler–Maruyama method for stochastic differential delay equations
Authors
Qian Guo
Xuerong Mao
Rongxian Yue
Publication date
11-08-2017
Publisher
Springer US
Published in
Numerical Algorithms / Issue 2/2018
Print ISSN: 1017-1398
Electronic ISSN: 1572-9265
DOI
https://doi.org/10.1007/s11075-017-0391-0

Other articles of this Issue 2/2018

Numerical Algorithms 2/2018 Go to the issue

Original Paper

Semi-convergence analysis of preconditioned deteriorated PSS iteration method for singular saddle point problems

Original Paper

Enclosing the solution set of parametric interval matrix equation A(p)X = B(p)

Original Paper

Always convergent methods for nonlinear equations of several variables

Original Paper

L 1 spline fits via sliding window process: continuous and discrete cases

Original Paper

Remarkable Haar spaces of multivariate piecewise polynomials

Original Paper

Speckle noise removal in ultrasound images by first- and second-order total variation

Premium Partner

    Image Credits