On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations

DOI10.1016/j.cam.2012.12.026zbMath1262.65010OpenAlexW2130800086MaRDI QIDQ1947501

Zhongqiang Zhang, Wan-Rong Cao

Publication date: 22 April 2013

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2012.12.026

zbMATH Keywords

stochastic modelingexponential mean-square stabilitytwo-step Maruyama methods

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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