Full implicit Euler method for stochastic delay differential equations

MaRDI QIDQ3572285zbMATHFDO

Authors Zhencheng Fan

Publication date 8 July 2010

zbMATH Keywords

stochastic delay differential equationsconvergence in mean squarefull implicit Euler method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(2)

• The Euler scheme and its convergence for impulsive delay differential equations
• scientific article; zbMATH DE number 6830743 (Why is no real title available?)

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