Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion
DOI10.1007/s40314-018-0581-yzbMath1403.65033OpenAlexW2784730055MaRDI QIDQ1993418
Publication date: 5 November 2018
Published in: Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40314-018-0581-y
convergence\(G\)-Brownian motionstochastic theta methodasymptotic mean-square stabilityneutral stochastic delay differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (4)
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