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

标题
Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
作者
关键词
Neutral stochastic differential delay equations, Nonlinear growth conditions, One-sided Lipschitz condition, Backward Euler method, Global a.s. asymptotic exponential stability
出版物
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
Volume 280, Issue -, Pages 248-264
出版商
Elsevier BV
发表日期
2014-12-11
DOI
10.1016/j.cam.2014.12.002

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