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Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method.
Maja Obradovic
Marija Milosevic
Published in:
J. Comput. Appl. Math. (2017)
Keyphrases
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cost function
special case
error rate
multiscale
em algorithm
random variables
mathematical model
stochastic differential equations