Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations (Q3427667)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations |
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Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations (English)
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23 March 2007
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stochastic delay integro-differential equations
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mean square stability
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semi-implicit Euler method
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numerical solution
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Lyapunov function method
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numerical experiments
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