Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching (Q2008552)
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scientific article; zbMATH DE number 7136559
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| English | Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching |
scientific article; zbMATH DE number 7136559 |
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Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching (English)
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26 November 2019
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neutral stochastic differential equations
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Markovian switching
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convergence in probability
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backward and forward-backward Euler methods
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global a.s. asymptotic exponential stability
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