Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method. - Maja Obradovic; Marija Milosevic (J. Comput. Appl. Math., 2017)

Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching. - Maja Obradovic (Appl. Math. Comput., 2019)