Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method (Q313609)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method |
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Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method (English)
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12 September 2016
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neutral stochastic differential equations
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Markovian switching
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\(p\)-th moment stability
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almost sure exponential stability
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Euler-Maruyama method
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convergence in probability
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