Exponential stability of numerical solution to neutral stochastic functional differential equation

DOI10.1016/j.amc.2015.05.041zbMath1410.65013OpenAlexW649219429WikidataQ115361342 ScholiaQ115361342MaRDI QIDQ669378

Shaobo Zhou

Publication date: 15 March 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2015.05.041

zbMATH Keywords

neutral stochastic functional differential equationsbackward Euler-Maruyama methodpolynomial growth conditionsalmost surely exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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