Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
type: Item
instance of: scholarly article
title: Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
zbMATH Open document ID: 1429.65017
author: Peng Hu
author: Chengming Huang
published in: Applied Mathematics and Computation
publication date: 2019-11-22T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7135008
zbMATH Keywords: stochastic delay differential equations
zbMATH Keywords: asymptotic mean square stability
zbMATH Keywords: stochastic split-step \(\theta\) method
zbMATH Keywords: delay dependent stability
zbMATH Keywords: root locus technique
MaRDI profile type: Publication
full work available at URL: j.amc.2018.07.064
OpenAlex ID: W2888208370
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DOI: 10.1016/J.AMC.2018.07.064
description: scientific article; zbMATH DE number 7135008