The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations (Q2855769)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations
scientific article

    Statements

    The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations (English)
    0 references
    0 references
    22 October 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    neutral stochastic delay differential equations
    0 references
    backward Euler method
    0 references
    almost sure exponential stability
    0 references
    mean square exponential stability
    0 references
    numerical solution
    0 references
    0 references