Publication:3085559

zbMath1215.65014MaRDI QIDQ3085559

Haomin Zhang, Henri Schurz, Si-qing Gan

Publication date: 31 March 2011

Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume8.htm

zbMATH Keywords

convergence; numerical example; consistency; mean-square convergence; mean-square continuity; neutral stochastic differential delay equations; stochastic \(\theta \)-methods; stochastic differential algebraic system

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65L20: Stability and convergence of numerical methods for ordinary differential equations

34K50: Stochastic functional-differential equations

34F05: Ordinary differential equations and systems with randomness

34K40: Neutral functional-differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

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