On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
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Publication:1643316
DOI10.1016/j.amc.2015.04.003zbMath1410.34218MaRDI QIDQ1643316
Publication date: 19 June 2018
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2015.04.003
asymptotic stability; nonlinear simulation; multiplicative white noises; stochastic multi-step methods; the one-sided Lipschitz condition
34K20: Stability theory of functional-differential equations
34K50: Stochastic functional-differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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