scientific article; zbMATH DE number 89739

MaRDI QIDQ4017017zbMATH OpenFDO

Authors

Publication date 16 January 1993

zbMATH Keywords

convergenceLie-Trotter methodEuler-Maruyama schemesexplicit approximation schemesItô stochastic equations with hereditary argument

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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• T-stability of numerical solutions for linear stochastic differential equations with delay
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