Almost sure exponential stability of numerical solutions for stochastic delay differential equations

Fuke Wu, Xuerong Mao, Lukasz Szpruch. Almost sure exponential stability of numerical solutions for stochastic delay differential equations. Numerische Mathematik, 115(4):681-697, 2010. [doi]

Authors

Fuke Wu

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Xuerong Mao

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Lukasz Szpruch

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