A waveform relaxation method for stochastic pantograph equations

MaRDI QIDQ2887258zbMATH OpenFDO

Authors Zhencheng Fan

Publication date 1 June 2012

Published in Journal of Fuzhou University. Natural Science Edition (Search for Journal in Brave)

zbMATH Keywords

superlinear convergencewaveform relaxation methodssplitting functionsstochastic pantograph equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(1)

• Waveform relaxation method for stochastic differential equations with constant delay

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