Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients (Q1713194)

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Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
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    Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients (English)
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    24 January 2019
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    neutral-type stochastic differential equation
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    polynomial growth condition
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    backward Euler-Maruyama method
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    exponential stability
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    strong convergence
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