Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463): Difference between revisions
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| Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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| Property / Mathematics Subject Classification ID: 34K50 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J27 / rank | |||
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| Property / zbMATH DE Number: 5930140 / rank | |||
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numerical analysis | |||
| Property / zbMATH Keywords: numerical analysis / rank | |||
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semi-implicit Euler-Maruyama method | |||
| Property / zbMATH Keywords: semi-implicit Euler-Maruyama method / rank | |||
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neutral stochastic delay differential equations | |||
| Property / zbMATH Keywords: neutral stochastic delay differential equations / rank | |||
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phase semi-Markovian switching | |||
| Property / zbMATH Keywords: phase semi-Markovian switching / rank | |||
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Revision as of 13:59, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching |
scientific article |
Statements
Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (English)
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21 July 2011
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numerical analysis
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semi-implicit Euler-Maruyama method
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neutral stochastic delay differential equations
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phase semi-Markovian switching
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