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• W2084827643 abstract "Abstract In this article the numerical approximation of solutions of Itô stochastic delay differential equations is considered. We construct stochastic linear multi-step Maruyama methods and develop the fundamental numerical analysis concerning their 𝕃 p -consistency, numerical 𝕃 p -stability and 𝕃 p -convergence. For the special case of two-step Maruyama schemes we derive conditions guaranteeing their mean-square consistency." @default.
• W2084827643 created "2016-06-24" @default.
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• W2084827643 date "2007-09-04" @default.
• W2084827643 modified "2023-10-18" @default.
• W2084827643 title "Multi-Step Maruyama Methods for Stochastic Delay Differential Equations" @default.
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• W2084827643 doi "https://doi.org/10.1080/07362990701540311" @default.
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