Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463)

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scientific article; zbMATH DE number 5930140
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    Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching
    scientific article; zbMATH DE number 5930140

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      Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (English)
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      21 July 2011
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      numerical analysis
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      semi-implicit Euler-Maruyama method
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      neutral stochastic delay differential equations
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      phase semi-Markovian switching
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