Exponential stability of numerical solutions to SDDEs with Markovian switching (Q2489369)
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scientific article; zbMATH DE number 5023611
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| English | Exponential stability of numerical solutions to SDDEs with Markovian switching |
scientific article; zbMATH DE number 5023611 |
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Exponential stability of numerical solutions to SDDEs with Markovian switching (English)
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16 May 2006
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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.
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Stochastic delay differential equation
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Markov chain
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Euler method
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Exponential mean square stability
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\(M\)-matrix
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0.9020540714263916
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0.857049286365509
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0.8504610061645508
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0.8478818535804749
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0.8459843397140503
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