Abstract
Stochastic delay differential equations (SDDEs) are used for models of phenomena, the future states of the systems depend on both the present states and their past states. For SDDEs, several approximate solutions have been considered. In this paper, we investigate the Euler-Maruyama approximate solutions for SDDEs and estimate the mean square error of approximate solutions.
Original language | English |
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Pages (from-to) | 127-132 |
Number of pages | 6 |
Journal | Theoretical and Applied Mechanics Japan |
Volume | 63 |
DOIs | |
Publication status | Published - 2015 Oct 10 |
Externally published | Yes |
ASJC Scopus subject areas
- Mathematics(all)
- Condensed Matter Physics
- Mechanics of Materials