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Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
Huang, Chengming*; Gan, Siqing; Wang, Desheng
刊名Journal of Computational and Applied Mathematics
2012
卷号236期号:14页码:3514-3527
关键词65C20 60H35 Stochastic delay differential equation Theta method Mean square stability Delay-dependent stability Numerical solution
ISSN号0377-0427
DOI10.1016/j.cam.2012.03.003
URL标识查看原文
WOS记录号WOS:000304639900010;EI:20121814991123
内容类型期刊论文
URI标识http://www.corc.org.cn/handle/1471x/3329875
专题中南大学
作者单位[Huang, Chengming] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China.
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GB/T 7714
Huang, Chengming*,Gan, Siqing,Wang, Desheng. Delay-dependent stability analysis of numerical methods for stochastic delay differential equations[J]. Journal of Computational and Applied Mathematics,2012,236(14):3514-3527.
APA Huang, Chengming*,Gan, Siqing,&Wang, Desheng.(2012).Delay-dependent stability analysis of numerical methods for stochastic delay differential equations.Journal of Computational and Applied Mathematics,236(14),3514-3527.
MLA Huang, Chengming*,et al."Delay-dependent stability analysis of numerical methods for stochastic delay differential equations".Journal of Computational and Applied Mathematics 236.14(2012):3514-3527.
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