The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations (Q2855769)

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scientific article; zbMATH DE number 6217953
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The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations
scientific article; zbMATH DE number 6217953

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    The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations (English)
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    22 October 2013
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    neutral stochastic delay differential equations
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    backward Euler method
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    almost sure exponential stability
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    mean square exponential stability
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    numerical solution
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