Chen, Lin; Wu, Fuke Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition. (English) Zbl 1326.65018 J. Comput. Appl. Math. 282, 44-53 (2015). MSC: 65C30 60H10 34K28 34K50 PDFBibTeX XMLCite \textit{L. Chen} and \textit{F. Wu}, J. Comput. Appl. Math. 282, 44--53 (2015; Zbl 1326.65018) Full Text: DOI
Milošević, Marija Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay. (English) Zbl 1315.60070 J. Comput. Appl. Math. 280, 248-264 (2015). MSC: 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{M. Milošević}, J. Comput. Appl. Math. 280, 248--264 (2015; Zbl 1315.60070) Full Text: DOI
Milošević, Marija Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation. (English) Zbl 1334.60117 Appl. Math. Comput. 237, 672-685 (2014). MSC: 60H25 34D20 PDFBibTeX XMLCite \textit{M. Milošević}, Appl. Math. Comput. 237, 672--685 (2014; Zbl 1334.60117) Full Text: DOI
Chen, Lin; Wu, Fuke Choice of \(\theta\) and its effects on stability in the stochastic \(\theta\)-method of stochastic delay differential equations. (English) Zbl 1258.65071 Int. J. Comput. Math. 89, No. 15, 2106-2122 (2012). MSC: 65L20 60H10 PDFBibTeX XMLCite \textit{L. Chen} and \textit{F. Wu}, Int. J. Comput. Math. 89, No. 15, 2106--2122 (2012; Zbl 1258.65071) Full Text: DOI
Chen, Lin; Wu, Fuke Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations. (English) Zbl 1250.60030 Stat. Probab. Lett. 82, No. 9, 1669-1676 (2012). MSC: 60H35 60H10 93E15 65C30 PDFBibTeX XMLCite \textit{L. Chen} and \textit{F. Wu}, Stat. Probab. Lett. 82, No. 9, 1669--1676 (2012; Zbl 1250.60030) Full Text: DOI