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...

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主要作者: Rosli, Norhayati
格式: Thesis
語言:English
出版: 2012
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在線閱讀:http://eprints.utm.my/id/eprint/31539/1/NorhayatiRosliPFS2012.pdf
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