| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4631790 | Applied Mathematics and Computation | 2010 | 7 Pages |
Abstract
We propose in this paper the discrete time waveform relaxation method for the stochastic delay differential equations and prove that it is convergent in the mean square sense. In addition, the results obtained are supported by numerical experiments.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Zhencheng Fan,