Some new stochastic Runge-Kutta (SRK) methods for the strong approximation of solutions of stochastic differential equations (SDEs) with improved efficiency are introduced. Their convergence is proved ...
This paper presents a strong predictor-corrector method for the numerical solution of stochastic delay differential equations (SDDEs) of Itô-type. The method is proved to be mean-square convergent of ...
Ordinary differential equations (ODEs) and difference equations serve as complementary tools in the mathematical modelling of processes evolving in continuous and discrete time respectively. Together ...
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