The improved split-step backward Euler method for stochastic differential delay equations (Q3101629)
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scientific article; zbMATH DE number 5982521
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| English | The improved split-step backward Euler method for stochastic differential delay equations |
scientific article; zbMATH DE number 5982521 |
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The improved split-step backward Euler method for stochastic differential delay equations (English)
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29 November 2011
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split-step backward Euler method
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strong convergence
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one-sided Lipschitz condition
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mean-square stability
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stochastic differential delay equations
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0.8990316987037659
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0.8875060081481934
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0.8700618147850037
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0.8627426624298096
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0.8556067943572998
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