Stability of Exponential Euler Method for Linear Stochastic Delay Differential Equations
نویسندگان
چکیده
منابع مشابه
Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations
The main purpose of this paper is to investigate the strong convergence and exponential stability in mean square of the exponential Euler method to semi-linear stochastic delay differential equations (SLSDDEs). It is proved that the exponential Euler approximation solution converges to the analytic solution with the strong order [Formula: see text] to SLSDDEs. On the one hand, the classical sta...
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ژورنال
عنوان ژورنال: DEStech Transactions on Computer Science and Engineering
سال: 2018
ISSN: 2475-8841
DOI: 10.12783/dtcse/pcmm2018/23650