Stability of the Stochastic θ-Method for Super-Linear Stochastic Differential Equations with Unbounded Delay

DOI10.4208/JCM.1808-M2018-0005zbMath1449.65004OpenAlexW2922019490MaRDI QIDQ5209470

Lin Chen

Publication date: 22 January 2020

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/00b53a44b8a4c666d0d723c26b68cc9fb33adc96

zbMATH Keywords

unbounded delaymonotone conditionpolynomial conditionstochastic \(\theta\)-methoddecay stability

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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