Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q984198): Difference between revisions

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Property / author: Jian-Guo Tan / rank
 
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Property / author: Hong-li Wang / rank
 
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Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
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    Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (English)
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    16 July 2010
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    stochastic delay integro-differential equations
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    split-step backward Euler method
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    mean-square stability
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    numerical solution
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