Mean square stability of two classes of theta method for neutral stochastic differential delay equations
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Publication:277194
DOI10.1016/j.cam.2016.03.021zbMath1386.65039OpenAlexW2329996946MaRDI QIDQ277194
Publication date: 4 May 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.03.021
exponential stabilityneutral stochastic differential delay equationmean square stabilitysplit-step theta methodstochastic linear theta method
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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