SciML / StochasticDelayDiffEq.jl

Stochastic delay differential equations (SDDE) solvers for the SciML scientific machine learning ecosystem
MIT License
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Strong order 1 Milstein method for equations with delay in the diffusion term #17

Open HTSykora opened 4 years ago

HTSykora commented 4 years ago

https://doi.org/10.1080/07362994.2012.628907