T-stability of numerical solutions for linear stochastic differential equations with delay (Q2887504)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | T-stability of numerical solutions for linear stochastic differential equations with delay |
scientific article |
Statements
T-stability of numerical solutions for linear stochastic differential equations with delay (English)
0 references
1 June 2012
0 references
stochastic delay differential equations
0 references
Euler-Maruyama method
0 references
T-stability
0 references
numerical examples
0 references
0 references
0 references
0 references
