Stochastic semi-discretization for linear stochastic delay differential equations

DOI10.1002/nme.6076zbMATH Open1548.34084MaRDI QIDQ6554173

Gabor Stepan, Henrik T. Sykora, Daniel Bachrathy

Publication date: 12 June 2024

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

zbMATH Keywords

time delaystationary solutionstochastic dynamical systemsmoment stability

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Cites Work

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