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Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations |
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| Authors: | Xiaofeng Zong Chengming Huang |
| Affiliation: | School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, P.R. China |
| Abstract: | |
| Keywords: | stochastic differential delay equations stochastic ordinary differential equations exponential mean square stability exponential decay rate the split-step theta method stochastic theta method |