Mean-square stability of Milstein method for solving nonlinear stochastic delay differential equations (Q3538381)
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 5371450
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean-square stability of Milstein method for solving nonlinear stochastic delay differential equations |
scientific article; zbMATH DE number 5371450 |
Statements
24 November 2008
0 references
stochastic delay differential equations
0 references
mean-square stability
0 references
Milstein method
0 references
numerical examples
0 references
0.9179016351699828
0 references
0.8931400775909424
0 references
0.8767783641815186
0 references
0.8602301478385925
0 references
