Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
DOI10.1080/00207160.2014.887699zbMath1322.60140OpenAlexW2071229759MaRDI QIDQ4983273
Publication date: 25 March 2015
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2014.887699
Euler methodbackward Euler methodalmost sure exponential stability\(p\)-th moment exponential stabilityneutral stochastic functional differential equationsmean square exponential stability
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (7)
Cites Work
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