\(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations (Q644164)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations |
scientific article |
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\(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations (English)
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3 November 2011
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stochastic delay integro-differential equations
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\(T\)-stability
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split-step forward Euler method
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Split-step backward Euler method
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