Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
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Publication:2251752
DOI10.1007/s12190-010-0449-9zbMath1291.65015OpenAlexW1979475738MaRDI QIDQ2251752
Publication date: 15 July 2014
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12190-010-0449-9
Euler methodbackward Euler methodalmost sure exponential stabilityone-sided Lipschitz conditionnonlinear stochastic delay differential equations with jumps
Probabilistic models, generic numerical methods in probability and statistics (65C20) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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