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Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump., , and . Appl. Math. Comput., 206 (1): 494-505 (2008)Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions.. Appl. Math. Comput., 217 (12): 5512-5524 (2011)Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations., , and . J. Comput. Appl. Math., 235 (5): 1213-1226 (2011)Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations., , and . J. Comput. Appl. Math., (2018)Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control.. Autom., 49 (12): 3677-3681 (2013)Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations., and . Appl. Math. Comput., (2013)Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff., , and . Finance and Stochastics, 13 (3): 403-413 (2009)Stability of stochastic neural networks., and . Neural Parallel & Scientific Comp., 4 (2): 205-224 (1996)Correction to: "Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems" Jan 09 147-152., and . IEEE Trans. Automat. Contr., 54 (7): 1733 (2009)A Stochastic Differential Equation SIS Epidemic Model., , , , and . SIAM J. Appl. Math., 71 (3): 876-902 (2011)