scientific article
From MaRDI portal
Publication:2731405
zbMath0981.65010MaRDI QIDQ2731405
No author found.
Publication date: 21 March 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergencestrong approximationstochastic integro-differential equationsEuler-type difference scheme
Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)
Related Items (8)
A spectral collocation method for stochastic Volterra integro-differential equations and its error analysis ⋮ Basic Concepts of Numerical Analysis of Stochastic Differential Equations Explained by Balanced Implicit Theta Methods ⋮ Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process ⋮ The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations ⋮ A class of stochastic differential equations with the time average ⋮ Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations ⋮ Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations ⋮ On the asymptotic stability of impulsive neutral stochastic partial integrodifferential equations with variable delays and Poisson jumps
This page was built for publication:
