Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations.
Xiaofeng ZongFuke WuChengming HuangPublished in: J. Comput. Appl. Math. (2015)
Keyphrases
- numerical methods
- efficient computation
- sufficient conditions
- linear equations
- worst case
- monte carlo
- differential equations
- linear systems
- learning automata
- variance reduction
- difference equations
- stage stochastic programs
- stochastic process
- ordinary differential equations
- stochastic programming
- polynomial equations