Numerical analysis for stochastic delay integro-differential equations

DOI10.17654/NM015020093MaRDI QIDQ2968200zbMATH OpenFDO

Authors Hu Lin, Wu Qiang, Zhang Zujin, Xu Qingcui

Publication date 10 March 2017

Published in International Journal of Numerical Methods and Applications (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/10186.htm

zbMATH Keywords

balanced methodconvergencemean-square stabilitystochastic delay integro-differential equation

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Probabilistic models, generic numerical methods in probability and statistics (65C20) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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Cited in

(8)

• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach
• Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth
• Convergence and stability of balanced methods for stochastic delay integro-differential equations
• Mean-square convergence and stability of the balanced method for stochastic delay differential equations
• Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation
• Convergence and stability of a numerical method for stochastic differential delay equation
• Numerical approximations for nonlinear stochastic systems with delays
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps

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