Stability of the stochastic theta method for nonlinear neutral stochastic delay differential equations (Q2887415)
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scientific article; zbMATH DE number 6041767
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| English | Stability of the stochastic theta method for nonlinear neutral stochastic delay differential equations |
scientific article; zbMATH DE number 6041767 |
Statements
1 June 2012
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neutral stochastic delay differential equations
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MS-stability
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Euler-Maruyama method
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sochastic theta method
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numerical examples
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Stability of the stochastic theta method for nonlinear neutral stochastic delay differential equations (English)
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0.935899019241333
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0.9081437587738036
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0.8955186605453491
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0.8922414183616638
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