Applied Mathematics
修正截断欧拉-马鲁雅马格式
Modified Truncated Euler-Maruyama SchemeA numerical method for solving neutral stochastic delay differential equations with piecewise continuous arguments / 用于求解具有分段连续自变量的中立随机时滞微分方程的数值方法
- Knowledge type
- 工艺技术
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- Turkey Farm member
- Creator
- 农场主
- Last updated
- 2026-10-25 18:00:34
Sub-knowledge points
Strong convergence analysisNeutral stochastic delay differential equationsPiecewise continuous arguments
Higher-order knowledge points
Stochastic Differential Equations / 数学理论Numerical analysis
Main parameters and performance indicators
Truncation parameter: controls the order of accuracyStep size: determines the discretization interval
Open problems
No unresolved problem recorded yet
Related literature
ranked by community starsStrong convergence analysis of modified truncated Euler-Maruyama scheme for neutral stochastic delay differential equations with piecewise continuous argumentsOpen source
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1 recordsRecord title: Modified Truncated Euler-Maruyama Scheme.
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