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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| Format: | Thesis |
| Language: | English |
| Published: |
2012
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| Online Access: | http://eprints.utm.my/id/eprint/31539/1/NorhayatiRosliPFS2012.pdf |
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