Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay

Title
Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
Authors
Keywords
Neutral stochastic differential delay equations, Nonlinear growth conditions, One-sided Lipschitz condition, Backward Euler method, Global a.s. asymptotic exponential stability
Journal
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume 280, Issue -, Pages 248-264
Publisher
Elsevier BV
Online
2014-12-11
DOI
10.1016/j.cam.2014.12.002

Ask authors/readers for more resources

Reprint

Contact the author

Discover Peeref hubs

Discuss science. Find collaborators. Network.

Join a conversation

Add your recorded webinar

Do you already have a recorded webinar? Grow your audience and get more views by easily listing your recording on Peeref.

Upload Now