Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
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Publication:2285947
DOI10.1016/j.apm.2015.05.001zbMath1443.34089OpenAlexW321261161MaRDI QIDQ2285947
Publication date: 9 January 2020
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2015.05.001
moment exponential stabilitybackward Euler-Maruyama methodEuler-Maruyama methodneutral stochastic delay differential equations
Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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