Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term-Reference-Cited by-同舟云学术

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Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term

Published:2020 Issue: Volume: Page:
ISSN:0094-243X
Container-title:INTERNATIONAL CONFERENCE OF NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2019
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Author:

Komori Yoshio,Eremin Alexey,Burrage Kevin

Publisher

AIP Publishing

Link

http://aip.scitation.org/doi/pdf/10.1063/5.0026922

Reference4 articles.

1. Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

2. S-ROCK methods for stochastic delay differential equations with one fixed delay

3. Geometric Brownian motion with delay: mean square characterisation

4. O. Diekmann, S. A. van Gils, S. M. V. Lunel, and H.-O. Walther, Delay Equations: Functional-, Complex-, and Nonlinear Analysis (Springer-Verlag, Berlin, 1995).

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stability analysis of first order S-ROCK methods for stochastic differential equations with delays in the deterministic part;AIP Conference Proceedings;2024

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