Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
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Cites work
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
- Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
- Convergence rate of numerical solutions to SFDEs with jumps
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
- Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations
- Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
- Exponential mean-square stability of the -method for neutral stochastic delay differential equations with jumps
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Introduction to the numerical analysis of stochastic delay differential equations
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- Mean square stability of two classes of theta method for neutral stochastic differential delay equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Numerical Solutions of Stochastic Functional Differential Equations
- Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
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- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
Cited in
(3)- Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition
- Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation
- An explicit approximation for super-linear stochastic functional differential equations
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