scientific article
zbMath1249.65008MaRDI QIDQ2887415
Publication date: 1 June 2012
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
numerical examplesMS-stabilityEuler-Maruyama methodneutral stochastic delay differential equationssochastic theta method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference and finite volume methods for ordinary differential equations (65L12)
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