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

Fuke Wu, Lin Chen

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


60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65L20: Stability and convergence of numerical methods for ordinary differential equations


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