scholarly journals Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay

2007 ◽  
Vol 205 (2) ◽  
pp. 923-935 ◽  
Author(s):  
John A.D. Appleby ◽  
Cónall Kelly
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Spurious Oscillation ◽  
Vanishing Delay

Stochastic Differential Equations for Power Law Behaviors

2012 ◽  
Author(s):  
Bo Jiang ◽  
Roger Brockett ◽  
Weibo Gong ◽  
Don Towsley
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Power Law

scholarly journals Strong Solution Existence for a Class of Degenerate Stochastic Differential Equations

2020 ◽  
Vol 53 (2) ◽  
pp. 2220-2224
Author(s):  
William M. McEneaney ◽  
Hidehiro Kaise ◽  
Peter M. Dower ◽  
Ruobing Zhao
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Strong Solution ◽  
Solution Existence
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