scientific article; zbMATH DE number 6262688

zbMATH Open1289.65006MaRDI QIDQ5398718

Chaopeng Hao, Wanrong Cao

Publication date: 28 February 2014

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

zbMATH Keywords

convergencenumerical examplesstochastic delay differential equationsstep-sizeasymptotical mean-square stabilitysplit-step Euler methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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) Finite difference and finite volume methods for ordinary differential equations (65L12) Mesh generation, refinement, and adaptive methods for ordinary differential equations (65L50)

Related Items (1)

Almost sure and \(L^p\) convergence of split-step backward Euler method for stochastic delay differential equation

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