A Systematic Derivation of Stochastic Taylor Methods for Stochastic Delay Differential Equations

This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochastic delay differential equations (SDDEs) with a constant time lag, ... The derivation of stochastic Taylor expansion for SDDEs is presented. We provide the convergence proof of one--step methods when th...

Full description

Saved in:
Bibliographic Details
Published inBulletin of the Malaysian Mathematical Sciences Society Vol. 36; no. 3
Main Authors Rosli, Norhayati, Bahar, Arifah, Yeak, S H, Mao, X
Format Journal Article
LanguageEnglish
Published Heidelberg Springer Nature B.V 01.01.2013
Subjects
Mathematics
Online AccessGet full text
ISSN0126-6705
2180-4206

Cover

Abstract This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochastic delay differential equations (SDDEs) with a constant time lag, ... The derivation of stochastic Taylor expansion for SDDEs is presented. We provide the convergence proof of one--step methods when the drift and diffusion functions are Taylor expansion. It is shown that the approximation solutions for SDDEs converge in the ...-norm. 2010 Mathematics Subject Classification: 65C99 (ProQuest: ... denotes formulae omitted.)
AbstractList This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochastic delay differential equations (SDDEs) with a constant time lag, ... The derivation of stochastic Taylor expansion for SDDEs is presented. We provide the convergence proof of one--step methods when the drift and diffusion functions are Taylor expansion. It is shown that the approximation solutions for SDDEs converge in the ...-norm. 2010 Mathematics Subject Classification: 65C99 (ProQuest: ... denotes formulae omitted.)
Author Rosli, Norhayati
Bahar, Arifah
Yeak, S H
Mao, X
Author_xml – sequence: 1
  givenname: Norhayati
  surname: Rosli
  fullname: Rosli, Norhayati
– sequence: 2
  givenname: Arifah
  surname: Bahar
  fullname: Bahar, Arifah
– sequence: 3
  givenname: S
  surname: Yeak
  middlename: H
  fullname: Yeak, S H
– sequence: 4
  givenname: X
  surname: Mao
  fullname: Mao, X
BookMark eNpNjUlrwzAYREVJoG6S_yDo2aB9OYY4XSClh6TnVMifiINrJZZc8L-vuxw6lxl48OYOzbrYwQ0qGDWkFIyoGSoIZapUmshbtErpTKZIxRSjBXpf4_2YMny43HhcQd98Tit2OAa8z9GfXPoGBze2sccvkE-xTjhM-x-toHUjrpoQoIcuN67F2-vw40lLNA-uTbD66wV6e9geNk_l7vXxebPelRdqeC69Z8SxUFsmvKfG1pJRJZ2lzkjCQWtquaiJUaB0MNxZAZJ7S4Q2SgkAvkD3v95LH68DpHw8x6Hvpssj5ZpMSi4p_wJ1KVOe
ContentType Journal Article
Copyright Copyright The Malaysian Mathematical Sciences Society 2013
Copyright_xml – notice: Copyright The Malaysian Mathematical Sciences Society 2013
DBID 8FE
8FG
ABJCF
ABUWG
AFKRA
BENPR
BGLVJ
BVBZV
CCPQU
DWQXO
HCIFZ
L6V
M7S
PHGZM
PHGZT
PKEHL
PQEST
PQGLB
PQQKQ
PQUKI
PRINS
PTHSS
DatabaseName ProQuest SciTech Collection
ProQuest Technology Collection
Materials Science & Engineering Collection
ProQuest Central (Alumni)
ProQuest Central UK/Ireland
AUTh Library subscriptions: ProQuest Central
Technology Collection
East & South Asia Database
ProQuest One Community College
ProQuest Central Korea
SciTech Premium Collection
ProQuest Engineering Collection
Engineering Database
ProQuest Central Premium
ProQuest One Academic (New)
ProQuest One Academic Middle East (New)
ProQuest One Academic Eastern Edition (DO NOT USE)
ProQuest One Applied & Life Sciences
ProQuest One Academic
ProQuest One Academic UKI Edition
ProQuest Central China
Engineering Collection
DatabaseTitle Engineering Database
Technology Collection
ProQuest One Academic Middle East (New)
ProQuest One Academic Eastern Edition
ProQuest Central (Alumni Edition)
SciTech Premium Collection
ProQuest One Community College
ProQuest Technology Collection
ProQuest SciTech Collection
ProQuest Central China
East & South Asia Database
ProQuest Central
ProQuest One Applied & Life Sciences
ProQuest Engineering Collection
ProQuest One Academic UKI Edition
ProQuest Central Korea
Materials Science & Engineering Collection
ProQuest One Academic
ProQuest Central (New)
Engineering Collection
ProQuest One Academic (New)
DatabaseTitleList Engineering Database
Database_xml – sequence: 1
  dbid: 8FG
  name: ProQuest Technology Collection
  url: https://search.proquest.com/technologycollection1
  sourceTypes: Aggregation Database
DeliveryMethod fulltext_linktorsrc
Discipline Mathematics
EISSN 2180-4206
ExternalDocumentID 3001388611
GroupedDBID 8FE
8FG
ABJCF
ABUWG
AFKRA
ALMA_UNASSIGNED_HOLDINGS
BENPR
BGLVJ
BPHCQ
BVBZV
CCPQU
DWQXO
HCIFZ
L6V
M7S
P2P
PHGZM
PHGZT
PKEHL
PQEST
PQGLB
PQQKQ
PQUKI
PRINS
PTHSS
REM
TN5
ID FETCH-LOGICAL-p183t-cc20a2fd924cc189d52165a91a8503e771934d086e67f83a94e53c90478664ee3
IEDL.DBID 8FG
ISSN 0126-6705
IngestDate Mon Jun 30 09:17:49 EDT 2025
IsPeerReviewed true
IsScholarly true
Issue 3
Language English
LinkModel DirectLink
MergedId FETCHMERGED-LOGICAL-p183t-cc20a2fd924cc189d52165a91a8503e771934d086e67f83a94e53c90478664ee3
Notes ObjectType-Article-1
SourceType-Scholarly Journals-1
ObjectType-Feature-2
content type line 14
PQID 1370189351
PQPubID 1006356
ParticipantIDs proquest_journals_1370189351
PublicationCentury 2000
PublicationDate 2013-01-01
PublicationDateYYYYMMDD 2013-01-01
PublicationDate_xml – month: 01
  year: 2013
  text: 2013-01-01
  day: 01
PublicationDecade 2010
PublicationPlace Heidelberg
PublicationPlace_xml – name: Heidelberg
PublicationTitle Bulletin of the Malaysian Mathematical Sciences Society
PublicationYear 2013
Publisher Springer Nature B.V
Publisher_xml – name: Springer Nature B.V
SSID ssj0000562621
ssj0000562622
Score 1.901541
Snippet This article demonstrates a systematic derivation of stochastic Taylor methods for solving stochastic delay differential equations (SDDEs) with a constant time...
SourceID proquest
SourceType Aggregation Database
SubjectTerms Mathematics
Title A Systematic Derivation of Stochastic Taylor Methods for Stochastic Delay Differential Equations
URI https://www.proquest.com/docview/1370189351
Volume 36
hasFullText 1
inHoldings 1
isFullTextHit
isPrint
link http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwfV1NT8JAEN0oXPRg_Iwokj143diP_WhPBgUkJhAjknDD6XYbD4SCrQf_vbPtAiYmHpvtaWd23szb9j1Cbn2jrcxbwIIMJx1uAsHAg4R5sTa-TKNQgv13eDSWwyl_nomZI9wK91nlpiZWhTrNteXI7_xQeT6Cq_DvV2tmXaPs7aqz0NgnTR-RxuZ5NHjaciwW3KWDp91zdbGArzOpPPGnBFe4MjgmR64hpN06gidkzyxPyeFoq6ZanJH3Lp1sBZdpD3Om5lFpntFJmesPsGLLtB6-6ajyhC4odqO_V3tmAd-05_xQ8FwvaH9d63wX52Q66L89DplzRmArPIIl0zrwIMhSHJ60xl1JEYSlgNiHSHihUQrbMp7itGKkyqIQYm5EqGOrxCMlNya8II1lvjSXhAJXkGjIIOMJ19JLhAKOoCXApDqBsEXamw2au_Qu5rtgXP2_fE0Ogso_wnIWbdIoP7_MDaJ4mXSqUHVI86E_fnn9AZqpn2Y
linkProvider ProQuest
linkToHtml http://utb.summon.serialssolutions.com/2.0.0/link/0/eLvHCXMwtV1NT8JAEJ0gHNSD8TN-oO5Bj43tdndLD8agxYBQYgQSbrDdbuOBULA1hj_lb3S3LWBi4o1js8kedqYzb2Z33gO4saTQNG_YwJGqdIjE1OAmDwzTFdJiYc1mXM8O-13WHJCXIR2W4Hs5C6OfVS5jYhaow1joHvmdZTumpZIrtR5mc0OrRunb1aWERu4Wbbn4UiVbct_ylH1vMX5u9J-aRqEqYMyU-6aGENjkOApV4SGE2jFUCYxR7lq8Rk1bOo6CNCRUSF8yJ6rZ3CWS2sLVLDaMESltte8WVIieaC1D5bHRfX1bdXU0nGBFQlx_Z1cZFmYGc0z6J-hnmex5H_YKCIrquc8cQElOD2HXX_G3JkcwrqPeiuIZecpL884tiiPUS2PxzjW9M8rLfeRnKtQJUvj396onJ3yBvEKBRUWSCWrMc2bx5BgGGzm1EyhP46k8BcSJwwPBIx6RgAhmBtThRKVJymUoAm6fQXV5QKPih0pGa_Of_798DdvNvt8ZdVrd9gXs4Ey9QndMqlBOPz7lpcIQaXBVGA7BeNO-8gMAftpN
openUrl ctx_ver=Z39.88-2004&ctx_enc=info%3Aofi%2Fenc%3AUTF-8&rfr_id=info%3Asid%2Fsummon.serialssolutions.com&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Ajournal&rft.genre=article&rft.atitle=A+Systematic+Derivation+of+Stochastic+Taylor+Methods+for+Stochastic+Delay+Differential+Equations&rft.jtitle=Bulletin+of+the+Malaysian+Mathematical+Sciences+Society&rft.au=Rosli%2C+Norhayati&rft.au=Bahar%2C+Arifah&rft.au=Yeak%2C+S+H&rft.au=Mao%2C+X&rft.date=2013-01-01&rft.pub=Springer+Nature+B.V&rft.issn=0126-6705&rft.eissn=2180-4206&rft.volume=36&rft.issue=3&rft.externalDocID=3001388611
thumbnail_l http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/lc.gif&issn=0126-6705&client=summon
thumbnail_m http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/mc.gif&issn=0126-6705&client=summon
thumbnail_s http://covers-cdn.summon.serialssolutions.com/index.aspx?isbn=/sc.gif&issn=0126-6705&client=summon