Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (Q2977959)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps |
scientific article |
Statements
Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (English)
0 references
20 April 2017
0 references
neutral stochastic delay differential equations with jumps
0 references
backward Euler-Maruyama method
0 references
mean-square stability
0 references
comparison principle
0 references
Barbalat's lemma
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
