Shaobo Zhou, Hai Jin. Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations. J. Computational Applied Mathematics, 324:241-257, 2017. [doi]
@article{ZhouJ17-2,
title = {Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations},
author = {Shaobo Zhou and Hai Jin},
year = {2017},
doi = {10.1016/j.cam.2017.04.015},
url = {https://doi.org/10.1016/j.cam.2017.04.015},
researchr = {https://researchr.org/publication/ZhouJ17-2},
cites = {0},
citedby = {0},
journal = {J. Computational Applied Mathematics},
volume = {324},
pages = {241-257},
}