Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations
DOI10.1016/j.cam.2015.10.014zbMath1329.60235OpenAlexW1835939387MaRDI QIDQ898968
Mingming Qiu, Taketomo Mitsui, Qian Guo
Publication date: 21 December 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.10.014
mean-square stabilitystabilized methodstochastic delay differential equationsexplicit Runge-Kutta-Maruyama method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for functional-differential equations (65L03)
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