Results are presented on the stability of solutions of stochastic delay differential equations with multiplicative noise and of convergent numerical solutions obtained by a a method of Euler-Maruyama type. An attempt is made to provide a fairly self-contained presentation. A basic concept of the...

This paper studies the smooth transition regression model where regressors are I(1) and errors are I(0). The regressors and errors are assumed to be dependent both serially and contemporaneously. Using the triangular array asymptotics, the nonlinear least squares estimator is shown to be...