Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (Q2266981)

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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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