Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition
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Publication:2255715
DOI10.1016/j.cam.2014.12.036zbMath1326.65018OpenAlexW2017708966MaRDI QIDQ2255715
Publication date: 18 February 2015
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.2014.12.036
exponential stabilityalmost sure stabilitybackward Euler-Maruyama methodstochastic delay differential equationsmonotone-type condition
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