T-stability of numerical solutions for linear stochastic differential equations with delay
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Publication:2887504
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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- scientific article; zbMATH DE number 1283000
Cites work
- scientific article; zbMATH DE number 4036847 (Why is no real title available?)
- scientific article; zbMATH DE number 89739 (Why is no real title available?)
- scientific article; zbMATH DE number 625166 (Why is no real title available?)
- scientific article; zbMATH DE number 834475 (Why is no real title available?)
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- Numerical solutions of stochastic differential equations -- implementation and stability issues
- Stability of stochastic systems with uncertain time delays
- T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise
Cited in
(4)- T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise
- T-stability of the Heun method for solving stochastic differential delay equations
- Stability analysis of split-step forward Euler method for linear stochastic delay differential equations
- T-stability of split-step backward Euler method for stochastic delay differential equations
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