Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition

Lin Chen, Fuke Wu. Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition. J. Computational Applied Mathematics, 282:44-53, 2015. [doi]

Authors

Lin Chen

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Fuke Wu

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