The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term * (Q4655046): Difference between revisions
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Revision as of 17:47, 5 March 2024
scientific article; zbMATH DE number 2143457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term * |
scientific article; zbMATH DE number 2143457 |
Statements
The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term * (English)
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10 March 2005
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Ito stochastic functional differential equations
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Consistency
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local error estimates
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\(\theta\)-Maruyama method
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composite Euler quadrature
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composite trapezium quadrature
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numerical experiments
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