Publication:3085559
zbMath1215.65014MaRDI QIDQ3085559
Haomin Zhang, Henri Schurz, Si-qing Gan
Publication date: 31 March 2011
Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume8.htm
convergence; numerical example; consistency; mean-square convergence; mean-square continuity; neutral stochastic differential delay equations; stochastic \(\theta \)-methods; stochastic differential algebraic system
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65L20: Stability and convergence of numerical methods for ordinary differential equations
34K50: Stochastic functional-differential equations
34F05: Ordinary differential equations and systems with randomness
34K40: Neutral functional-differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
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