Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations

By Wenqiang Wang, Yanping Chen. 2011

47 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/5035c09b952bc6ff1b4b72e0adcb971bb49c4c74

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1. Fuke Wu

Citations in the corpus

• Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations (2016, background): “Many numerical results for stochastic delay differential equations of neutral type focused on convergence and asymptotic stability (see [22–28]).”