Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (Q484872)

From MaRDI portal
Revision as of 11:37, 9 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
scientific article

    Statements

    Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (English)
    0 references
    0 references
    8 January 2015
    0 references
    neutral stochastic delay differential equations
    0 references
    backward Euler method
    0 references
    nonlinear growth conditions
    0 references
    one-sided Lipschitz condition
    0 references
    asymptotic exponential stability
    0 references
    0 references
    0 references

    Identifiers