scientific article

zbMATH Open1240.65015MaRDI QIDQ3170658

Feiyan Xiao, Cheng-Jian Zhang

Publication date: 29 September 2011

Title of this publication is not available (Why is that?)

zbMATH Keywords

numerical examplesindex 1mean-square convergenceEuler-Maruyama methodmean-square consistencystochastic differential algebraic system with delay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for differential-algebraic equations (65L80) Finite difference and finite volume methods for ordinary differential equations (65L12)

Related Items (1)

Multi-Step Maruyama Methods for Stochastic Delay Differential Equations

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