On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
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Publication:1643316
DOI10.1016/j.amc.2015.04.003zbMath1410.34218OpenAlexW2007812467MaRDI QIDQ1643316
Publication date: 19 June 2018
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.04.003
asymptotic stabilitynonlinear simulationmultiplicative white noisesstochastic multi-step methodsthe one-sided Lipschitz condition
Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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