Two-step Maruyama schemes for nonlinear stochastic differential delay equations
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Publication:5743193
DOI10.22436/jnsa.010.10.11zbMath1412.65006OpenAlexW2765884854MaRDI QIDQ5743193
Junhao Hu, Xiaofeng Zong, Dongxia Lei
Publication date: 9 May 2019
Published in: Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.22436/jnsa.010.10.11
stochastic differential equations (SDEs)exponential mean square stabilitystrong convergence ratetwo-step Maruyama schemes
Stochastic stability in control theory (93E15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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