An analysis of stability of Milstein method for stochastic differential equations with delay (Q2475914)
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scientific article
| Language | Label | Description | Also known as |
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| English | An analysis of stability of Milstein method for stochastic differential equations with delay |
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An analysis of stability of Milstein method for stochastic differential equations with delay (English)
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11 March 2008
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stochastic delay differential equations
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Itô stochastic integral
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Milstein method
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numerical examples
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mean-square stability
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linear constant-coefficient problems
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