Full implicit Euler method for stochastic delay differential equations

zbMATH Open1212.60127MaRDI QIDQ3572285FDOQ3572285

Zhencheng Fan

Publication date: 8 July 2010

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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)

Cited In (2)

• The Euler scheme and its convergence for impulsive delay differential equations
• Title not available (Why is that?)

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