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The improved split-step backward Euler method for stochastic differential delay equations.

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Bibliographic Details
Title: The improved split-step backward Euler method for stochastic differential delay equations.
Authors: Wang, Xiaojie1, x.j.wang7@gmail.com, Gan, Siqing1
Source: International Journal of Computer Mathematics; Jul2011, Vol. 88 Issue 11, p2359-2378, 20p
Database: Applied Science & Technology Source
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ISSN:00207160
DOI:10.1080/00207160.2010.538388