Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation

Shaobo Zhou, Songfa Xie, Zheng Fang. Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation. Applied Mathematics and Computation, 236:150-160, 2014. [doi]

Abstract

Abstract is missing.