Almost sure exponential stability of the $$\theta $$ θ -Euler–Maruyama method, when $$\theta \in (\frac{1}{2},1)$$ θ ∈ ( 1 2 , 1 ) , for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions

Title

Almost sure exponential stability of the $$\theta $$ θ -Euler–Maruyama method, when $$\theta \in (\frac{1}{2},1)$$ θ ∈ ( 1 2 , 1 ) , for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions

Authors

Keywords

Neutral stochastic differential equations, Time-dependent delay, <span class="InlineEquation" id="IEq14">\(\theta \), Existence and uniqueness of the numerical solution, Nonlinear growth conditions, Almost sure exponential stability, 65C20, 60H10

Journal

CALCOLO

Volume 56, Issue 2, Pages -

Publisher

Springer Nature

Online

2019-03-20

DOI

10.1007/s10092-019-0306-7

References

View 10 related references