Stability analysis of numerical methods using a linear test SDE with delay and non-delay in a diffusion term

A theorem was originally proposed to deal with the stochastic theta methods when they are applied to a linear test equation with delay and non-delay in a diffusion term. We extend the theorem to a proposition in a general form, and use it for stability analysis of stochastic orthogonal Runge-Kutta-Chebyshev methods when the methods are applied to the test equation.
International Conference on Numerical Analysis and Applied Mathematics 2019 (ICNAAM-2019), 23–28 September, 2019, Rhodes, Greece