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Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations - MaRDI portal

Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations (Q2007577)

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scientific article; zbMATH DE number 7135008
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Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
scientific article; zbMATH DE number 7135008

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    Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations (English)
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    22 November 2019
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    stochastic delay differential equations
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    asymptotic mean square stability
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    stochastic split-step \(\theta\) method
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    delay dependent stability
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    root locus technique
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