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

标题

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

作者

关键词

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

出版物

CALCOLO

Volume 56, Issue 2, Pages -

出版商

Springer Nature

发表日期

2019-03-20

DOI

10.1007/s10092-019-0306-7

参考文献

查看 10 条相关文献