Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching
type: Item
instance of: scholarly article
title: Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching
zbMATH Open document ID: 1429.65020
author: Maja Obradović
published in: Applied Mathematics and Computation
publication date: 2019-11-26T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 7136559
zbMATH Keywords: neutral stochastic differential equations
zbMATH Keywords: Markovian switching
zbMATH Keywords: convergence in probability
zbMATH Keywords: backward and forward-backward Euler methods
zbMATH Keywords: global a.s. asymptotic exponential stability
MaRDI profile type: Publication
full work available at URL: j.amc.2018.11.037
OpenAlex ID: W2902436898
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DOI: 10.1016/J.AMC.2018.11.037
description: scientific article; zbMATH DE number 7136559