SIAM Journal on Numerical Analysis, Vol. 8, No. 1 (Mar., 1971), pp. 137-157 (21 pages) Multistep predictor-corrector methods are commonly used for the numerical solution of ordinary differential ...
This paper presents a strong predictor-corrector method for the numerical solution of stochastic delay differential equations (SDDEs) of Itô-type. The method is proved to be mean-square convergent of ...
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