Continuous $\text{Θ}$-methods for the stochastic pantograph equation.

Baker, Christopher T.H., and Buckwar, Evelyn. "Continuous -methods for the stochastic pantograph equation.." ETNA. Electronic Transactions on Numerical Analysis [electronic only] 11 (2000): 131-151. <http://eudml.org/doc/121216>.

@article{Baker2000,
author = {Baker, Christopher T.H., Buckwar, Evelyn},
journal = {ETNA. Electronic Transactions on Numerical Analysis [electronic only]},
keywords = {stochastic-numerical approximation; stochastic delay differential equations; stochastic pantograph equation; stochastic -methods; mean-square convergence rates; Itô equation; Euler scheme; numerical experiments; stochastic -methods},
language = {eng},
pages = {131-151},
publisher = {Kent State University, Department of Mathematics and Computer Science},
title = {Continuous -methods for the stochastic pantograph equation.},
url = {http://eudml.org/doc/121216},
volume = {11},
year = {2000},
}

TY - JOUR
AU - Baker, Christopher T.H.
AU - Buckwar, Evelyn
TI - Continuous -methods for the stochastic pantograph equation.
JO - ETNA. Electronic Transactions on Numerical Analysis [electronic only]
PY - 2000
PB - Kent State University, Department of Mathematics and Computer Science
VL - 11
SP - 131
EP - 151
LA - eng
KW - stochastic-numerical approximation; stochastic delay differential equations; stochastic pantograph equation; stochastic -methods; mean-square convergence rates; Itô equation; Euler scheme; numerical experiments; stochastic -methods
UR - http://eudml.org/doc/121216
ER -