Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (Q2266981)
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English | Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay |
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Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (English)
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26 February 2010
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stochastic delay differential algebraic equation
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convergence
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mean-square
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stability
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stochastic theta method
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index 1
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numerical experiments
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