Convergence and 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: Mathematical and Computer Modelling
سال: 2010
ISSN: 0895-7177
DOI: 10.1016/j.mcm.2009.11.020