\(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations (Q644164)

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scientific article; zbMATH DE number 5967333
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    \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations
    scientific article; zbMATH DE number 5967333

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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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