Convergence and stability of a numerical method for stochastic differential delay equation
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asymptotic stabilitybalanced methodconvergencemean-square stabilitystochastic differential delay equation
Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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(11)- The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation
- Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay
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- T-stability of numerical solutions for linear stochastic differential equations with delay
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- Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
- scientific article; zbMATH DE number 2042778 (Why is no real title available?)
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- Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
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