Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations

DOI10.1016/J.CAM.2015.03.016zbMath1320.34111OpenAlexW2043015548MaRDI QIDQ2345687

Xiaofeng Zong, Fuke Wu, Cheng-Ming Huang

Publication date: 22 May 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2015.03.016

zbMATH Keywords

exponential mean square stabilityneutral stochastic differential delay equationssplit-step thetastochastic linear theta

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40)

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Uses Software

• RODAS

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