1 |
Ahmed, Hamdy M., Euler-Maruyama Numerical solution of some stochastic function differential equations, J. KSIAM, Vol. 11, No. 1, pp 13-30, (2007).
|
2 |
Ahmed, Hamdy M., Numerical analysis for some autonomous stochastic delay differential equations, International Journal of Applied Mathematics and Computation, Volume 4(4), 396-402, (2012).
|
3 |
Brewce, D. W.; Bruns, J.A.; and Cliff, E.M., Parameter indentification for an abstract Cauchy problem by qusilinearization, Quarterly of applied mathematics, Vol.LI, March, 1-22, (1993).
|
4 |
El-Borai, Mahmoud M.; El-Nadi, Khairia El-Said; Mostafa, Osama L.; and Ahmed, Hamdy M., Numerical method for some nonlinear stochastic differential equations, Applied math. and comp., 168, 65-75, (2005).
DOI
|
5 |
Burrage, K.; Burrage, P.M.; and Tian, T., Numerical methods for strong solutions of stochastic differential equations: an overview, Proceedings: Mathematical, Physical and Engineering, Royal Society of London, 373-402, 460 (2004).
DOI
|
6 |
Doering, Charles R.; Sagsyan, Khachik V.; and Smereka Peter, Numerical method for some stochastic differential equations with multiplicative noise, Physics Letters A, 149-155, 344 (2005).
DOI
|
7 |
Eydelman, S. D., On fundamental solutions of parabolic systems, Mat. Sb. N. S., 38(80), 51-92, (1956).
|
8 |
Higham, D. J., Mean squre and asymptotic stability of stochastic theta method, SIAM J. Numer. Anal., 753-769, 38 (2000).
DOI
ScienceOn
|
9 |
Higham, D. J.; and Kloeden, P.E., Numerical methods for nonlinear stochastic differential equations with jumps, Rep.13, University of Strathclyde, Departement of Mathematics, (2004).
|
10 |
Higham, D. J.; Mao, Xuerong; and Stuart, A. M., Strong convergence of Euler-like methods for nonlinear stochastic differential equations, SIAM J. Numer. Anal., 1041-1063, 40 (2002).
DOI
|
11 |
Mao, Xuerong, Numerical solution of stochastic functional differential equations, London Mathematical Society, 141-161, (2003).
|
12 |
Kloeden, P. E.; and Platen, E., Numerical solution of stochastic differential equations, Springer, New York, (1992).
|
13 |
Mauthner, S., Step size control in the numerical solution of stochastic differential equations, J. Comput. Appl. Math., 93-109, 100 (1998).
DOI
|
14 |
Ma, Jin; Protter, Philip; San Martin, Jaime; and Torres, Soledad, Numerical method for backward stochastic differential equations, the annals of applied probability, vol. 12, No. 1, 302-316, (2002).
DOI
|