@Article{JCM-37-2,
author = {Tingting, Qin and Zhang, Chengjian},
title = {A General Class of One-Step Approximation for Index-1 Stochastic Delay-Differential-Algebraic Equations},
journal = {Journal of Computational Mathematics},
year = {2019},
volume = {37},
number = {2},
pages = {151--169},
abstract = {<p style="text-align: justify;">This paper develops a class of general one-step discretization methods for solving the
index-1 stochastic delay differential-algebraic equations. The existence and uniqueness
theorem of strong solutions of index-1 equations is given. A strong convergence criterion
of the methods is derived, which is applicable to a series of one-step stochastic numerical
methods. Some specific numerical methods, such as the Euler-Maruyama method, stochastic&nbsp; $θ$-methods, split-step $θ$-methods are proposed, and their strong convergence results are
given. Numerical experiments further illustrate the theoretical results.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.1711-m2016-0810},
url = {https://global-sci.com/article/84394/a-general-class-of-one-step-approximation-for-index-1-stochastic-delay-differential-algebraic-equations}
}