scientific article; zbMATH DE number 89739

zbMATH Open0786.65136MaRDI QIDQ4017017FDOQ4017017

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Publication date: 16 January 1993

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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)

Cited In (8)

• T-stability of numerical solutions for linear stochastic differential equations with delay
• A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag
• Title not available (Why is that?)
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
• An approximate method for solving stochastic guaranteed estimation problem in hereditary systems
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)

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