Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations (Q659497): Difference between revisions
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Revision as of 10:27, 12 February 2024
scientific article
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| English | Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations |
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Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations (English)
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23 January 2012
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Summary: We investigate the almost surely asymptotic stability of Euler-type methods for neutral stochastic delay differential equations (NSDDEs) using the discrete semimartingale convergence theorem. It is shown that the Euler method and the backward Euler method can reproduce the almost surely asymptotic stability of exact solutions to NSDDEs under additional conditions. Numerical examples are demonstrated to illustrate the effectiveness of our theoretical results.
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asymptotic stability
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neutral stochastic delay differential equations
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convergence
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numerical examples
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Euler-type methods
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