MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586)
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scientific article; zbMATH DE number 2128795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MS-stability of the Euler--Maruyama method for stochastic differential delay equations |
scientific article; zbMATH DE number 2128795 |
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MS-stability of the Euler--Maruyama method for stochastic differential delay equations (English)
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17 January 2005
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The authors analyse the mean square stability behaviour of the Euler-Maruyama method applied to a linear, scalar stochastic delay differential equation in which the same constant delay appears in both the deterministic and stochastic terms.
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stochastic differential delay equations
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Euler-Maruyama method
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mean square stability
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