Some stabilities of stochastic differential equations with delay in the G-framework and Euler-Maruyama method

DOI10.1016/j.cam.2024.115856zbMath1540.60133MaRDI QIDQ6567281

Quanxin Zhu, Haiyan Yuan

Publication date: 4 July 2024

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

exponential stabilityEuler-Maruyama methodstochastic differential equations with delayG-framework

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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