Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations (Q2410504)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations |
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Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations (English)
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18 October 2017
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stochastic delay differential equation
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exponential Euler method
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Lipschitz condition
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Itô formula
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strong convergence
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