Exponential stability of numerical solutions to SDDEs with Markovian switching (Q2489369)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential stability of numerical solutions to SDDEs with Markovian switching |
scientific article |
Statements
Exponential stability of numerical solutions to SDDEs with Markovian switching (English)
0 references
16 May 2006
0 references
The authors prove the exponential stability of the Euler method for autonomous stochastic delay differential equations (SDDEs) with Markovian switching the trivial solution of which is exponentially stable in mean square sense.
0 references
Stochastic delay differential equation
0 references
Markov chain
0 references
Euler method
0 references
Exponential mean square stability
0 references
\(M\)-matrix
0 references
0 references
0 references
0 references
