A note on stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q2391912)

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scientific article; zbMATH DE number 6195093
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    A note on stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
    scientific article; zbMATH DE number 6195093

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      A note on stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (English)
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      5 August 2013
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      mean-square stability
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      Euler method
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      split-step backward Euler (SSBE) method
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      numerical method
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      linear stochastic delay
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      linear stochastic delay integro-differential equations (SDIDEs)
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