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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Bibliographic Details
Main Author: Rosli, Norhayati
Format: Thesis
Language:English
Published: 2012
Subjects:
Online Access:http://eprints.utm.my/id/eprint/31539/1/NorhayatiRosliPFS2012.pdf
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