T-stability of numerical solutions for linear stochastic differential equations with delay (Q2887504)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: T-stability of numerical solutions for linear stochastic differential equations with delay |
scientific article; zbMATH DE number 6041918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | T-stability of numerical solutions for linear stochastic differential equations with delay |
scientific article; zbMATH DE number 6041918 |
Statements
T-stability of numerical solutions for linear stochastic differential equations with delay (English)
0 references
1 June 2012
0 references
stochastic delay differential equations
0 references
Euler-Maruyama method
0 references
T-stability
0 references
numerical examples
0 references
0 references
0 references
0 references
0.93951607
0 references
0.9307523
0 references
0.9295641
0 references
0.9276893
0 references