Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q278433)

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Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay
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    Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay (English)
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    2 May 2016
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    neutral stochastic differential equations
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    time-dependent delay
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    nonlinear growth conditions
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    one-sided Lipschitz condition
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    backward and forward-backward Euler methods
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    global a.s. asymptotic exponential stability
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