Split-step \({\theta}\)-method for stochastic delay differential equations (Q2448647)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Split-step \({\theta}\)-method for stochastic delay differential equations |
scientific article |
Statements
Split-step \({\theta}\)-method for stochastic delay differential equations (English)
0 references
5 May 2014
0 references
split-step \(\theta\)-method
0 references
convergence
0 references
exponential mean-square stability
0 references
nonlinear models
0 references
stochastic differential equations
0 references
fixed time delay
0 references
numerical examples
0 references
