Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations
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Publication:4903489
DOI10.1080/00207160.2012.703320zbMath1258.65071MaRDI QIDQ4903489
Publication date: 22 January 2013
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2012.703320
exponential stability; almost sure exponential stability; one-sided linear growth; stochastic \(\theta\)-method; stochastic delay differential equtaions
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65L20: Stability and convergence of numerical methods for ordinary differential equations
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