The improved split-step backward Euler method for stochastic differential delay equations (Q3101629): Difference between revisions
From MaRDI portal
Latest revision as of 17:33, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The improved split-step backward Euler method for stochastic differential delay equations |
scientific article |
Statements
The improved split-step backward Euler method for stochastic differential delay equations (English)
0 references
29 November 2011
0 references
split-step backward Euler method
0 references
strong convergence
0 references
one-sided Lipschitz condition
0 references
mean-square stability
0 references
stochastic differential delay equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references