Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps
DOI10.1002/mma.4098zbMath1360.60113OpenAlexW2490957535MaRDI QIDQ2977959
Haoyi Mo, Xue-yan Zhao, Fei Qi Deng
Publication date: 20 April 2017
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.4098
comparison principlemean-square stabilitybackward Euler-Maruyama methodBarbalat's lemmaneutral stochastic delay differential equations with jumps
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (4)
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