The proof of the local convergence of the semi-implicit Euler method for a linear stochastic differential delay equation (Q3500824)
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 5283634
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The proof of the local convergence of the semi-implicit Euler method for a linear stochastic differential delay equation |
scientific article; zbMATH DE number 5283634 |
Statements
3 June 2008
0 references
stochastic delay differential equations
0 references
semi-implicit Euler method
0 references
local convergence
0 references
0.8855092525482178
0 references
0.8821157217025757
0 references
0.871131181716919
0 references
0.8326038718223572
0 references
