Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (Q484872)
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English | Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay |
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Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (English)
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8 January 2015
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neutral stochastic delay differential equations
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backward Euler method
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nonlinear growth conditions
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one-sided Lipschitz condition
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asymptotic exponential stability
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