Convergence and mean-square stability of exponential Euler method for semi-linear stochastic delay integro-differential equations
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mean-square exponential stabilitytrapezoidal ruleexponential Euler methodsemi-linear stochastic delay integro-differential equation
Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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Cited in
(10)- Convergence and stability of Euler method for impulsive stochastic delay differential equations
- Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations
- scientific article; zbMATH DE number 5846443 (Why is no real title available?)
- scientific article; zbMATH DE number 7366853 (Why is no real title available?)
- Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations
- The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations
- Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
- Convergence and stability of exponential Euler method for linear stochastic differential equations with variable delay
- Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump
- Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations
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