Euler-Maruyama method for a class of stochastic differential algebraic systems with delay
numerical examplesmean-square convergenceEuler-Maruyama methodindex 1mean-square consistencystochastic differential algebraic system with delay
Numerical methods for differential-algebraic equations (65L80) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Implicit ordinary differential equations, differential-algebraic equations (34A09) 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)
- Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- scientific article; zbMATH DE number 5846427
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- A general class of one-step approximation for index-1 stochastic delay-differential-algebraic equations
- Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
- A general class of one-step approximation for index-1 stochastic delay-differential-algebraic equations
This page was built for publication: Euler-Maruyama method for a class of stochastic differential algebraic systems with delay
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3170658)
