Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (Q2977959)

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scientific article; zbMATH DE number 6706829
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    Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps
    scientific article; zbMATH DE number 6706829

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      Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (English)
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      20 April 2017
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      neutral stochastic delay differential equations with jumps
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      backward Euler-Maruyama method
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      mean-square stability
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      comparison principle
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      Barbalat's lemma
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