Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients |
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Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (English)
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27 November 2014
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stochastic differential delay equation
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split-step theta scheme
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stochastic linear theta scheme
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strong convergence rate
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exponential mean square stability
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