Almost sure exponential stability of numerical solutions for stochastic delay differential equations
β Scribed by Fuke Wu; Xuerong Mao; Lukas Szpruch
- Publisher
- Springer-Verlag
- Year
- 2010
- Tongue
- English
- Weight
- 219 KB
- Volume
- 115
- Category
- Article
- ISSN
- 0029-599X
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
In a recent paper, Taniguchi (Stochastic Anal. Appl. 16 (5) (1998) 965 -975) investigated the almost sure exponential stability of the mild solutions of a class of stochastic partial functional di erential equations. Precisely, as small delay interval assumption is imposed, su cient conditions are o
This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the test hybrid SDEs. The key condition imposed in
Positive results are derived concerning the long time dynamics of numerical simulations of stochastic differential equation systems with Markovian switching. Euler-Maruyama discretizations are shown to capture almost sure and moment exponential stability for all sufficiently small timesteps under ap
In this paper the almost sure convergence of Gaussian m-Markovian sequences is studied.