A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations

DOI10.1016/J.CAM.2005.11.019zbMath1110.65009OpenAlexW1989480712MaRDI QIDQ2433787

Luo, Jiaowan

Publication date: 30 October 2006

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.2005.11.019

zbMATH Keywords

stochastic difference equationsEuler--Maruyama scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites Work

• Unnamed Item
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

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