Stochastic Runge-Kutta method for stochastic delay differential equations

Random effect and time delay are inherent properties of many real phenomena around us, hence it is required to model the system via stochastic delay differential equations(SDDEs). However,the complexity arises due to the presence of both randomness and time delay.The analytical solution of SDDEs i...

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Bibliographic Details
Main Author: Norhayati, Rosli
Format: Thesis
Language:English
Published: 2012
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/3885/1/NORHAYATI_BINTI_ROSLI_X.PDF
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