Implementation of Milstein Schemes for Stochastic Delay-Differential Equations with Arbitrary Fixed Delays

Fuente: arXiv

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Bibliographic Details
Main Authors:	Griggs, Mitchell T., Burrage, Kevin, Burrage, Pamela M.
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis 60H35, 65C30, 65L20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2508.15365