Zhou, Shaobo; Xie, Songfa; Fang, Zheng Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation. (English) Zbl 1334.65020 Appl. Math. Comput. 236, 150-160 (2014). MSC: 65C30 PDFBibTeX XMLCite \textit{S. Zhou} et al., Appl. Math. Comput. 236, 150--160 (2014; Zbl 1334.65020) Full Text: DOI
Zhou, Shaobo; Fang, Zheng Numerical approximation of nonlinear neutral stochastic functional differential equations. (English) Zbl 1300.34183 J. Appl. Math. Comput. 41, No. 1-2, 427-445 (2013). MSC: 34K50 34K40 34K28 PDFBibTeX XMLCite \textit{S. Zhou} and \textit{Z. Fang}, J. Appl. Math. Comput. 41, No. 1--2, 427--445 (2013; Zbl 1300.34183) Full Text: DOI