The improved split-step backward Euler method for stochastic differential delay equations

By Wang Xiaojie   Gan Siqing  

International Journal of Computer Mathematics, Vol. 88, Iss. 11, 2011-07 ,pp. : 2359-2378

Taylor & Francis Ltd

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Mean-square stability of the Euler-Maruyama method for stochastic differential delay equations with jumps

By Tan Jianguo   Wang Hongli  

International Journal of Computer Mathematics, Vol. 88, Iss. 2, 2011-01 ,pp. : 421-429

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A Note on Euler Approximations for Stochastic Differential Equations with Delay

By Gyöngy Istvan   Sabanis Sotirios  

Applied Mathematics and Optimization, Vol. 68, Iss. 3, 2013-12 ,pp. : 391-412

Springer Publishing Company

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Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

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Stochastics: An International Journal of Probability and Stochastic Processes, Vol. 85, Iss. 1, 2013-02 ,pp. : 144-171

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Stability of stochastic θ-methods for stochastic delay integro-differential equations

By Hu Peng   Huang Chengming  

International Journal of Computer Mathematics, Vol. 88, Iss. 7, 2011-05 ,pp. : 1417-1429

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