A General Class of One-Step Approximation for Index-1 Stochastic Delay-Differential-Algebraic Equations

DOI10.4208/JCM.1711-M2016-0810zbMath1438.60093OpenAlexW2891050325MaRDI QIDQ5195660

Tingting Qin, Cheng-Jian Zhang

Publication date: 2 October 2019

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

Full work available at URL: https://doi.org/10.4208/jcm.1711-m2016-0810

zbMATH Keywords

strong convergenceone-step discretization schemesstochastic delay differential-algebraic equations

Mathematics Subject Classification ID

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 methods for differential-algebraic equations (65L80) Numerical methods for functional-differential equations (65L03)

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