We consider linear multi-step methods for stochastic ordinary differential equations and study their convergence properties for problems with small noise or additive noise. We present schemes where the drift part is ...

In this paper the numerical approximation of solutions of Ito stochastic differential equations is considered, in particular for equations with a small parameter $\epsilon$ in the noise coefficient. We construct stochastic ...

Using an approach that has its origins in work of Halanay, we consider stability in mean square of numerical solutions obtained from the theta-Maruyama discretization of a test stochastic delay differential equation dX(t) ...

We consider the problem of strong approximations of the solution of Itô stochastic functional differential equations involving a distributed delay term. The mean-square consistency of a class of schemes, the Theta-Maruyama ...