Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients - researchr publication

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Huizi Yang, Minghui Song, Mingzhu Liu. Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients. Applied Mathematics and Computation, 341:111-127, 2019. [doi]

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