Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay
type: Item
instance of: scholarly article
title: Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay
zbMATH Open document ID: 1409.65007
author: Xianqiang Yang
published in: Science China. Mathematics
publication date: 2019-03-07T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 65L20
Mathematics Subject Classification ID: 34K50
zbMATH DE Number: 7033417
zbMATH Keywords: nonlinear hybrid stochastic differential equations
zbMATH Keywords: time-variable delay
zbMATH Keywords: backward Euler-Maruyama method
zbMATH Keywords: strong convergence
zbMATH Keywords: almost surely exponential stability
MaRDI profile type: Publication
full work available at URL: s11425-017-9135-6
OpenAlex ID: W2788116973
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DOI: 10.1007/S11425-017-9135-6
description: scientific article; zbMATH DE number 7033417