works on
correlated noise 1Lie-Trotter splitting 1splitting methods 1stochastic delay differential equations 1Strang splitting 1

From the 1 of 1 linked paper with an AI index.

collaborators

1 paper

math.NA2026

On splitting strategies for the numerical solution of stochastic delay differential equations with correlated noises

Cónall Kelly, Wenshi Tang

The paper studies how splitting schemes, such as Lie‑Trotter and Strang, can be used to numerically solve scalar stochastic delay differential equations with correlated Brownian no…