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Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments - MaRDI portal

Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments (Q6056220)

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scientific article; zbMATH DE number 7756756
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Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments
scientific article; zbMATH DE number 7756756

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    Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments (English)
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    30 October 2023
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    local Lipschitz continuous
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    superlinearly growing coefficients
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    explicit method
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    convergence rate
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    mean square exponential stability
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