Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

Chengming Huang, Siqing Gan, Desheng Wang. Delay-dependent stability analysis of numerical methods for stochastic delay differential equations. J. Computational Applied Mathematics, 236(14):3514-3527, 2012. [doi]

@article{HuangGW12,
  title = {Delay-dependent stability analysis of numerical methods for stochastic delay differential equations},
  author = {Chengming Huang and Siqing Gan and Desheng Wang},
  year = {2012},
  doi = {10.1016/j.cam.2012.03.003},
  url = {http://dx.doi.org/10.1016/j.cam.2012.03.003},
  researchr = {https://researchr.org/publication/HuangGW12},
  cites = {0},
  citedby = {0},
  journal = {J. Computational Applied Mathematics},
  volume = {236},
  number = {14},
  pages = {3514-3527},
}