Euler-Maruyama method for a class of stochastic differential algebraic systems with delay (Q3170658)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5951369
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Euler-Maruyama method for a class of stochastic differential algebraic systems with delay |
scientific article; zbMATH DE number 5951369 |
Statements
29 September 2011
0 references
stochastic differential algebraic system with delay
0 references
Euler-Maruyama method
0 references
mean-square consistency
0 references
mean-square convergence
0 references
index 1
0 references
numerical examples
0 references
0.8388820886611938
0 references
0.8323063254356384
0 references
0.8196467161178589
0 references
