Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations

DOI10.1016/j.apnum.2011.01.003zbMath1210.65014OpenAlexW2087305278MaRDI QIDQ631930

Yanping Chen, Wenqiang Wang

Publication date: 14 March 2011

Published in: Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apnum.2011.01.003

zbMATH Keywords

numerical stabilitynumerical experimentmean-square stabilitysemi-implicit Euler methodnonlinear neutral stochastic delay differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

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