Numerical Analysis Seminars: Numerical Analysis of Stochastic Delay Differential Equations
26 January 2001 14:00 in CM105
Stochastic delay differential equations (SDDEs) generalise deterministic delay differential equations as well as stochastic ordinary differential equations. Applications of SDDEs may be found for example in physiological systems and finance. In this talk I will give an overview over analytical and numerical methods and some concepts of the relevant stability analysis.
Contact David.Bourne@durham.ac.uk for more information