Showing 1 - 2 of 2
Results are presented on the stability of solutions of stochastic delay differential equations with multiplicative noise and of convergent numerical solutions obtained by a a method of Euler-Maruyama type. An attempt is made to provide a fairly self-contained presentation. A basic concept of the...
Persistent link: https://www.econbiz.de/10009617952
Persistent link: https://www.econbiz.de/10001919491