A note on stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
نویسندگان
چکیده
منابع مشابه
Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
Delay integro-differential equations are very important in biology, medicine and many other fields. If we take random noise into account, we can obtain many stochastic delay integro-differential equations (SDIDEs). As a special case of stochastic functional differential equations (SFDEs), the fundamental theory of existence and uniqueness of the solution of SDIDEs can be regarded similarly to t...
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ژورنال
عنوان ژورنال: Journal of Systems Science and Complexity
سال: 2012
ISSN: 1009-6124,1559-7067
DOI: 10.1007/s11424-012-0052-2