Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations

✍ Scribed by Jianguo Tan; Hongli Wang

• Publisher: Elsevier Science
• Year: 2010
• Tongue: English
• Weight: 790 KB
• Volume: 51
• Category: Article
• ISSN: 0895-7177
• DOI: 10.1016/j.mcm.2009.11.020