T-stability of numerical solutions for linear stochastic differential equations with delay (Q2887504)

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scientific article; zbMATH DE number 6041918
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T-stability of numerical solutions for linear stochastic differential equations with delay
scientific article; zbMATH DE number 6041918

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    T-stability of numerical solutions for linear stochastic differential equations with delay (English)
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    1 June 2012
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    stochastic delay differential equations
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    Euler-Maruyama method
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    T-stability
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    numerical examples
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