Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
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Publication:484872
DOI10.1016/j.cam.2014.12.002zbMath1315.60070OpenAlexW1963695507MaRDI QIDQ484872
Publication date: 8 January 2015
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.2014.12.002
backward Euler methodnonlinear growth conditionsone-sided Lipschitz conditionasymptotic exponential stabilityneutral stochastic delay differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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