Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations (Q1026405)

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scientific article; zbMATH DE number 5569651
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Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations
scientific article; zbMATH DE number 5569651

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    Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations (English)
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    24 June 2009
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    stochastic delay integro-differential equations
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    mean-square stability
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    numerical methods
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    Markovian switching
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