Convergence and stability of exponential Euler method for linear stochastic differential equations with variable delay

DOI10.12286/jssx.j2020-0761MaRDI QIDQ6665162

Lin Hu, Xuezhong Bao, Aining Chan

Publication date: 17 January 2025

Published in: Mathematica Numerica Sinica (Search for Journal in Brave)

zbMATH Keywords

convergencemean-square stabilitystochastic variable delay differential equationsexponential Euler methods

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05)

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