Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations

DOI10.4208/JCM.1507-M4505zbMath1349.65034OpenAlexW2295678454MaRDI QIDQ2992641

Kevin Burrage, Yuanling Niu, Cheng-Jian Zhang

Publication date: 10 August 2016

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

Full work available at URL: https://doi.org/10.4208/jcm.1507-m4505

zbMATH Keywords

convergencenumerical resultsmean-square stabilitystochastic delay differential equationsstrong predictor-corrector approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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