General decay stability of backward Euler-Maruyama method for nonlinear stochastic integro-differential equations
DOI10.1016/J.AML.2022.108406OpenAlexW4293330173WikidataQ115360653 ScholiaQ115360653MaRDI QIDQ2080859
Boyang Qu, Linna Liu, Fei Qi Deng, Jian-Yin Fang
Publication date: 11 October 2022
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2022.108406
nonlinearitybackward Euler-Maruyama methodstochastic integro-differential equationsgeneral decay stability
Functional-differential equations in abstract spaces (34K30) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)
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