Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (Q2977959): Difference between revisions

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Latest revision as of 07:15, 20 December 2024

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Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps
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    Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (English)
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    20 April 2017
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    neutral stochastic delay differential equations with jumps
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    backward Euler-Maruyama method
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    mean-square stability
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    comparison principle
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    Barbalat's lemma
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