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- W2886577612 abstract "This paper deals with nonlinear stochastic functional differential equations with piecewise continuous arguments (SFDEPCAs). Based on an adaptation to the underlying one-leg θ-methods for ODEs, a class of new one-parameter methods for nonlinear SFDEPCAs are introduced. The mean-square exponential stability criteria of analytical and numerical solutions are derived. Under the suitable conditions, it is proved that the one-parameter methods are convergent with strong order 1/2. Some numerical experiments are given to illustrate the theoretical results and computational advantages of the induced methods." @default.
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- W2886577612 date "2019-01-01" @default.
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- W2886577612 title "A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments" @default.
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- W2886577612 doi "https://doi.org/10.1016/j.apnum.2018.08.007" @default.
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