Split-step \({\theta}\)-method for stochastic delay differential equations (Q2448647): Difference between revisions

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Latest revision as of 11:12, 8 July 2024

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Split-step \({\theta}\)-method for stochastic delay differential equations
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    Split-step \({\theta}\)-method for stochastic delay differential equations (English)
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    5 May 2014
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    split-step \(\theta\)-method
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    convergence
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    exponential mean-square stability
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    nonlinear models
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    stochastic differential equations
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    fixed time delay
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    numerical examples
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