Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations
DOI10.1007/s10092-024-00594-0zbMATH Open1542.65012MaRDI QIDQ6566109
Publication date: 3 July 2024
Published in: Calcolo (Search for Journal in Brave)
predictor-corrector methodsstochastic delay differential equationasymptotic mean square stabilitystochastic Runge-Kutta scheme
Stochastic functional-differential equations (34K50) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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