Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion
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Publication:764568
DOI10.1155/2011/917892zbMath1235.60085OpenAlexW2159033686WikidataQ58655562 ScholiaQ58655562MaRDI QIDQ764568
Publication date: 13 March 2012
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/917892
neutral stochastic delay differential equationsglobal error estimatesdrift-implicit one-step schemesmean-square convergence theory
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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