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