scientific article

zbMath1224.65011MaRDI QIDQ3071299

Peng Hu, Cheng-Ming Huang

Publication date: 5 February 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

numerical experimentscomposite trapezoidal ruleEuler-Maruyama methodsquare stabilitylinear stochastic delay integro-differential equations

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Linear integral equations (45A05) Random integral equations (45R05)

Related Items (4)

Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations

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