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  • Numerical Analysis of Stochastic Functional Differential Equations

    Longtime Asymptotics and Probabilistic Characteristics

    by Chuchu Chen, Tonghe Dang, Jialin Hong, Guoting Song ...
    Series series Mathematics and Statistics (R0)
    This book presents the latest developments and progress in the numerical study of the stochastic functional differential equation, with a particular emphasis on the longtime asymptotics and probabilistic characteristics of numerical methods used to solve such equation. The longtime asymptotics under investigation include the time-independent convergence analysis in both the strong and weak senses, ... Read more

    $76.49 USD