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Property / author: Cheng-Ming Huang / rank
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Property / author: Cheng-Ming Huang / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.cam.2014.10.014 / rank
 
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Revision as of 08:22, 9 July 2024

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Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
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    Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (English)
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    27 November 2014
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    stochastic differential delay equation
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    split-step theta scheme
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    stochastic linear theta scheme
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    strong convergence rate
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    exponential mean square stability
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