✦ LIBER ✦

Choice of θ and mean-square exponential stability in the stochastic theta method of stochastic differential equations

✍ Scribed by Zong, Xiaofeng; Wu, Fuke

Book ID: 122154898
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 483 KB
Volume: 255
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2013.07.007

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In [1,2], some e orts have been devoted to the investigation of exponential stability in mean square of neutral stochastic functional di erential equations. However, the results derived there are either di cult to demonstrate in a straightforward way for practical situations or somewhat too restrict