Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2] (Q5019812)
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scientific article; zbMATH DE number 7455286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2] |
scientific article; zbMATH DE number 7455286 |
Statements
Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2] (English)
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11 January 2022
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neutral stochastic differential equations
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time-dependent delay
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almost sure exponential stability
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\(\theta\)-Euler-Maruyama method
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one-sided Lipschitz condition
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