Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations
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Publication:4903532
DOI10.1080/00207160.2012.672731zbMath1255.65145MaRDI QIDQ4903532
Publication date: 22 January 2013
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2012.672731
exponential stability; numerical solution; backward Euler method; stochastic delay differential equation; mean square stability; delay-dependent stability
65L20: Stability and convergence of numerical methods for ordinary differential equations
60H35: Computational methods for stochastic equations (aspects of stochastic analysis)
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