Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations

DOI10.1080/00207160601073680zbMath1115.65007OpenAlexW1984898187MaRDI QIDQ3427667

Kai-Ning Wu, Xiao-Hua Ding, Ming-Zhu Liu

Publication date: 23 March 2007

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160601073680

zbMATH Keywords

numerical experimentsnumerical solutionLyapunov function methodmean square stabilitysemi-implicit Euler methodstochastic delay integro-differential equations

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20) Random integral equations (45R05)

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