Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
type: Item
instance of: scholarly article
title: Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
zbMATH Open document ID: 1503.65024
author: Shaobo Zhou
author: Hai Jin
published in: Journal of Computational and Applied Mathematics
publication date: 2019-01-24T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34K40
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7006487
zbMATH Keywords: neutral-type stochastic differential equation
zbMATH Keywords: polynomial growth condition
zbMATH Keywords: backward Euler-Maruyama method
zbMATH Keywords: exponential stability
zbMATH Keywords: strong convergence
MaRDI profile type: Publication
full work available at URL: j.cam.2018.10.029
OpenAlex ID: W2899319539
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DOI: 10.1016/J.CAM.2018.10.029
description: scientific article; zbMATH DE number 7006487