Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

DOI10.1016/j.cam.2005.01.018zbMath1081.65011OpenAlexW2051212416MaRDI QIDQ2566265

Evelyn Buckwar, Christopher T. H. Baker

Publication date: 22 September 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.01.018

zbMATH Keywords

exponential stabilityasymptotic stabilitystochastic delay differential equationEuler-Maruyama schemeHalanay-type inequalitystochastic delay difference equation

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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