Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions (Q2424215)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions |
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Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions (English)
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24 June 2019
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neutral stochastic differential equations
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time-dependent delay
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\(\theta \)-Euler-Maruyama method
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existence and uniqueness of the numerical solution
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nonlinear growth conditions
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almost sure exponential stability
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