In this paper, we established and carried-out the computational solution of some first order delay differential equations (DDEs) using hybrid extended backward differentiation formulae method in block forms without the application of interpolation techniques in determining the delay term. The...

discrete schemes was worked-out in block forms to solve some stochastic time-dependent first order delay differential equations. It was observed that the scheme for step number k = 4 performed better and faster in terms of accuracy than the schemes for step number k = 3 and 2 respectively after...

This paper studied the stochastic analysis of stock market expected returns for investors. The detailed conditions for obtaining the drifts, volatilities and variances of four different stocks were considered. We compared the variances of four different stocks using our criteria for selection...