Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations (Q631930)

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Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
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    Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations (English)
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    14 March 2011
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    semi-implicit Euler method
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    mean-square stability
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    numerical stability
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    nonlinear neutral stochastic delay differential equations
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    numerical experiment
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