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- W2909927249 abstract "Numerical stability plays an important role in numerical analysis. The author analysis the numerical stability of the stochastic delay differential equations (SDDEs). Traditional stability theory for numerical methods applied to SDDEs requires a global Lipschitz assumption or one-side linear growth condition on the coefficients. In this paper we want to further relax the condition. Under polynomial growth condition, this paper shows that the semi implicit method can reproduce almost sure exponential stability of the exact solutions to the SDDEs. This improves the existing results considerably." @default.
- W2909927249 created "2019-01-25" @default.
- W2909927249 creator A5027521449 @default.
- W2909927249 date "2018-05-01" @default.
- W2909927249 modified "2023-09-26" @default.
- W2909927249 title "Analysis of Stability for the Semi Implicit Scheme for SDEs with Polynomial Growth Condition" @default.
- W2909927249 cites W1275718198 @default.
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- W2909927249 doi "https://doi.org/10.1109/icise.2018.00024" @default.
- W2909927249 hasPublicationYear "2018" @default.
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