✦ LIBER ✦

On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations

✍ Scribed by Cao, Wanrong; Zhang, Zhongqiang

Book ID: 120600921
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 490 KB
Volume: 245
Category: Article
ISSN: 0377-0427
DOI: 10.1016/j.cam.2012.12.026

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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