Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations

<p/> <p>We consider the reliability of some numerical methods in preserving the stability properties of the linear stochastic functional differential equation <inline-formula><graphic file="1687-1847-2006-073897-i1.gif"/></inline-formula>, where <it>&...

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Bibliographic Details
Main Authors: Roberts Jason A, Shaikhet Leonid E
Format: Article
Language:English
Published: SpringerOpen 2006-01-01
Series:Advances in Difference Equations
Online Access:http://www.advancesindifferenceequations.com/content/2006/073897