Stability of the stochastic -method for super-linear stochastic differential equations with unbounded delay
DOI10.4208/JCM.1808-M2018-0005zbMATH Open1449.65004OpenAlexW2922019490MaRDI QIDQ5209470FDOQ5209470
Authors: Lin Chen 
Publication date: 22 January 2020
Published in: Journal of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/00b53a44b8a4c666d0d723c26b68cc9fb33adc96
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Cited In (4)
- The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients
- \(T\)-stability of the \(\theta\)-method for a stochastic pantograph differential equation
- Stability of stochastic differential equations with unbounded delay
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