Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463)
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English | Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching |
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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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