Convergence and stability of split-step θ methods for stochastic variable delay differential equations
DOI10.1080/00207160.2023.2173549zbMath1524.65024OpenAlexW4318594974WikidataQ117220112 ScholiaQ117220112MaRDI QIDQ6106737
Publication date: 3 July 2023
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2023.2173549
strong convergencelocal Lipschitz conditionmean square stabilitysplit-step \(\theta\) methodstochastic variable delay differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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