\(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations

DOI10.1016/j.apnum.2015.08.004zbMath1329.65020OpenAlexW1122336660MaRDI QIDQ892706

Desheng Wang, Xiao-Jie Wang, Si-qing Gan

Publication date: 11 November 2015

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

Full work available at URL: https://doi.org/10.1016/j.apnum.2015.08.004

zbMATH Keywords

strong convergencemean-square stabilityexponential mean-square stability\(\theta\)-Maruyama methodsnonlinear stochastic differential delay equationsvariable lag

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• RODAS

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