Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (Q484872)

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scientific article; zbMATH DE number 6384544
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Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
scientific article; zbMATH DE number 6384544

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    Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (English)
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    8 January 2015
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    neutral stochastic delay differential equations
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    backward Euler method
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    nonlinear growth conditions
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    one-sided Lipschitz condition
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    asymptotic exponential stability
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