Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations
DOI10.1016/J.CAM.2015.10.014zbMATH Open1329.60235OpenAlexW1835939387MaRDI QIDQ898968FDOQ898968
Mingming Qiu, Taketomo Mitsui, Qian Guo
Publication date: 21 December 2015
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2015.10.014
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mean-square stabilitystabilized methodstochastic delay differential equationsexplicit Runge-Kutta-Maruyama method
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Cited In (4)
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
- Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations
- S-ROCK methods for stochastic delay differential equations with one fixed delay
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
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