Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method

DOI10.1016/j.cam.2016.06.038zbMath1351.60074OpenAlexW2465809216MaRDI QIDQ313609

Marija Milošević, Maja Obradović

Publication date: 12 September 2016

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.2016.06.038

zbMATH Keywords

almost sure exponential stabilityMarkovian switchingconvergence in probabilityneutral stochastic differential equations\(p\)-th moment stabilityEuler-Maruyama method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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