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
✦ LIBER ✦
Almost sure exponential stability of the backward Euler–Maruyama discretization for highly nonlinear stochastic functional differential equation
✍ Scribed by Zhou, Shaobo; Xie, Songfa; Fang, Zheng
- Book ID
- 121792446
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 408 KB
- Volume
- 236
- Category
- Article
- ISSN
- 0096-3003
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