Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q984198)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations |
scientific article |
Statements
Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (English)
0 references
16 July 2010
0 references
stochastic delay integro-differential equations
0 references
split-step backward Euler method
0 references
mean-square stability
0 references
numerical solution
0 references