Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay
DOI10.1007/s11425-017-9135-6zbMath1409.65007MaRDI QIDQ1729965
Publication date: 7 March 2019
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-017-9135-6
strong convergence; backward Euler-Maruyama method; almost surely exponential stability; time-variable delay; nonlinear hybrid stochastic differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
65L20: Stability and convergence of numerical methods for ordinary differential equations
34K50: Stochastic functional-differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
65C30: Numerical solutions to stochastic differential and integral equations
