Lan, Guangqiang; Wang, Ge Strong convergence and asymptotic exponential stability of modified truncated EM method for neutral stochastic differential equations with time-dependent delay. (English) Zbl 1536.65009 Front. Math. (Beijing) 18, No. 6, 1479-1504 (2023). MSC: 65C30 60H35 60H10 34K50 34K40 × Cite Format Result Cite Review PDF Full Text: DOI
Lan, Guangqiang; Wang, Qiushi Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations. (English) Zbl 1418.60059 J. Comput. Appl. Math. 362, 83-98 (2019). MSC: 60H10 65C30 65L20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Lan, Guangqiang; Yuan, Chenggui Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. (English) Zbl 1319.60128 J. Comput. Appl. Math. 285, 230-242 (2015). MSC: 60H10 60H35 34F05 34K50 34K40 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv