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https://doi.org/10.1007/s12190-011-0510-3
Copy DOIPublication Date: Sep 11, 2011 | |
Citations: 38 |
This paper deals with the mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations. It is shown that the stochastic theta methods inherit the mean-square exponential stability property of the underlying system. Moreover, the backward Euler method is mean-square exponentially stable with less restrictions on the step size. In addition, numerical experiments are presented to confirm the theoretical results.
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