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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scientific article; zbMATH DE number 6626246
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    Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
    scientific article; zbMATH DE number 6626246

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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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