Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations (Q659497): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1155/2011/217672 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2000348976 / rank | |||
Normal rank | |||
Revision as of 01:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations |
scientific article |
Statements
Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations (English)
0 references
23 January 2012
0 references
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.
0 references
asymptotic stability
0 references
neutral stochastic delay differential equations
0 references
convergence
0 references
numerical examples
0 references
Euler-type methods
0 references
