Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
β Scribed by Qiyong Li; Siqing Gan
- Publisher
- Springer-Verlag
- Year
- 2010
- Tongue
- English
- Weight
- 580 KB
- Volume
- 37
- Category
- Article
- ISSN
- 1598-5865
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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