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- W2783287946 abstract "Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper. By using the well known discrete semimartingale convergence theorem, sufficient conditions are obtained for both bounded and unbounded delay $delta$ to ensure the polynomial stability of the corresponding numerical approximation. Examples are presented to illustrate the conclusion." @default.
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- W2783287946 date "2018-01-14" @default.
- W2783287946 modified "2023-10-16" @default.
- W2783287946 title "Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay" @default.
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- W2783287946 doi "https://doi.org/10.48550/arxiv.1801.04517" @default.
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