scientific article; zbMATH DE number 1552412

zbMath0963.65501MaRDI QIDQ4524666

Evelyn Buckwar

Publication date: 20 March 2001

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

zbMATH Keywords

convergencenumerical examplestochastic delay differential equationEuler-Maruyama schemesingle-step method

Mathematics Subject Classification ID

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

Related Items (2)

Unnamed Item ⋮ Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure

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