Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
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Publication:2196035
DOI10.1016/j.cam.2020.113068zbMath1485.65013OpenAlexW3035877108WikidataQ115581017 ScholiaQ115581017MaRDI QIDQ2196035
Publication date: 28 August 2020
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.2020.113068
asymptotic mean square stabilitystochastic delay differential equationsdelay dependent stabilitystochastic delay partial differential equationsstochastic exponential Euler method
Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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