On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations
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Publication:1947501
DOI10.1016/j.cam.2012.12.026zbMath1262.65010MaRDI QIDQ1947501
Zhongqiang Zhang, Wan-Rong Cao
Publication date: 22 April 2013
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2012.12.026
65C30: Numerical solutions to stochastic differential and integral equations
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