Hu, Lin; Gan, Siqing Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion. (English) Zbl 1235.60085 Discrete Dyn. Nat. Soc. 2011, Article ID 917892, 22 p. (2011). MSC: 60H35 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: DOI OA License
Gan, Siqing; Schurz, Henri; Zhang, Haomin Mean square convergence of stochastic \(\theta\)-methods for nonlinear neutral stochastic differential delay equations. (English) Zbl 1215.65014 Int. J. Numer. Anal. Model. 8, No. 2, 201-213 (2011). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 60H10 60H35 65L20 34F05 34K28 34K40 34K50 × Cite Format Result Cite Review PDF Full Text: Link
Zhang, Haomin; Gan, Siqing Mean square convergence of one-step methods for neutral stochastic differential delay equations. (English) Zbl 1155.65010 Appl. Math. Comput. 204, No. 2, 884-890 (2008). Reviewer: Henri Schurz (Carbondale) MSC: 65C30 34K50 60H10 × Cite Format Result Cite Review PDF Full Text: DOI