Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
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Publication:273262
DOI10.1016/j.amc.2014.03.010zbMath1334.65020OpenAlexW2034538808WikidataQ115361458 ScholiaQ115361458MaRDI QIDQ273262
Songfa Xie, Shaobo Zhou, Zheng Fang
Publication date: 21 April 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.03.010
almost sure exponential stabilitystochastic functional differential equationsbackward Euler-Maruyama methodpolynomial growth conditionssemi-martingale convergence theorem
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