@Article{JCM-37-704,
author = {Chen , Lin},
title = {Stability of the Stochastic θ-Method for Super-Linear Stochastic Differential Equations with Unbounded Delay},
journal = {Journal of Computational Mathematics},
year = {2019},
volume = {37},
number = {5},
pages = {704--720},
abstract = {<p style="text-align: justify;">This paper deals with numerical stability properties of super-linear stochastic differential equations with unbounded delay. Sufficient conditions for mean square and almost sure
decay stability of the above system and its stochastic θ-method approximation are investigated in this paper. The author establishes numerical stability under a monotone-type
condition in unbounded delay setting. An example is presented to illustrate the result.</p>},
issn = {1991-7139},
doi = {https://doi.org/10.4208/jcm.1808-m2018-0005},
url = {http://global-sci.org/intro/article_detail/jcm/13042.html}
}