Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations

DOI10.3934/dcds.2013.33.885zbMath1270.65005OpenAlexW2012313787MaRDI QIDQ1946329

Peter E. Kloeden, Fuke Wu, Xuerong Mao

Publication date: 19 April 2013

Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcds.2013.33.885

zbMATH Keywords

stochastic functional differential equationsmoment exponential stabilityEuler-Maruyama methodRazumikhin-type theoremstochastic Volterra delay-integrodifferential equationstochastically perturbed equations

Mathematics Subject Classification ID

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