Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
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Publication:5019812
DOI10.2298/FIL1718629OzbMath1499.60202OpenAlexW2796095387WikidataQ115495134 ScholiaQ115495134MaRDI QIDQ5019812
Marija Milošević, Maja Obradović
Publication date: 11 January 2022
Published in: Filomat (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/fil1718629o
almost sure exponential stabilityneutral stochastic differential equationsone-sided Lipschitz conditiontime-dependent delay\(\theta\)-Euler-Maruyama method
Related Items (2)
Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions ⋮ On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
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