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Section B

The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations

Pages 1489-1494 | Received 26 Mar 2012, Accepted 02 Dec 2012, Published online: 07 Mar 2013

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Yanqiang Chang & Huabin Chen. (2022) Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise. Discrete and Continuous Dynamical Systems - B 27:10, pages 5935.
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Guangqiang Lan. (2018) Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations. Journal of Computational and Applied Mathematics 340, pages 334-341.
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Haoyi Mo, Mengling Li, Feiqi Deng & Xuerong Mao. (2018) Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps. Science China Information Sciences 61:7.
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Ting Wang, Tao Li, Guobao Zhang & Shumin Fei. (2017) Delay-Derivative-Dependent Stability for Neutral Systems with Time-Varying Delay and Nonlinearity. Arabian Journal for Science and Engineering 42:7, pages 3033-3042.
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Marija Milošević. (2014) Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay. Applied Mathematics and Computation 244, pages 741-760.
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