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Stability of Heun's method for solving stochastic differential equations with variable delay - MaRDI portal

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Stability of Heun's method for solving stochastic differential equations with variable delay (Q3017113)

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scientific article
Language Label Description Also known as
English
Stability of Heun's method for solving stochastic differential equations with variable delay
scientific article

    Statements

    author
    Feng Yin
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    Pengfei Wang
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    Xiao-Lin Lin
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    publication date
    19 July 2011
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    zbMATH Keywords
    Heun's method
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    stochastic differential equation with variable delay
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    mean-square stability
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    exponential stability
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    Identifiers

    Mathematics Subject Classification ID
    65C30
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    60H10
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    60H35
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    34K50
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    65L06
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    65L20
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    zbMATH DE Number
    5927181
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