Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition

DOI10.1016/j.cam.2020.113242zbMath1460.65009OpenAlexW3093580167WikidataQ115581014 ScholiaQ115581014MaRDI QIDQ2222182

Linna Liu, Fei Qi Deng

Publication date: 3 February 2021

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2020.113242

zbMATH Keywords

exponential stabilitybackward Euler schemestochastic functional differential equation

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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An explicit approximation for super-linear stochastic functional differential equations

Cites Work

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