A Note on Exponential Stability for Numerical Solution of Neutral Stochastic Functional Differential Equations

This paper examines the numerical solutions of the neutral stochastic functional differential equation. This study establishes the discrete stochastic Razumikhin-type theorem to investigate the exponential stability in the mean square sense of the Euler–Maruyama numerical solution to this equation....

Celý popis

Podrobná bibliografia

Vydané v:	Mathematics (Basel) Ročník 10; číslo 6; s. 866
Hlavní autori:	Wang, Qi, Chen, Huabin, Yuan, Chenggui
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Basel MDPI AG 01.03.2022
Predmet:	Approximation Differential equations discrete Razumikhin-type theorem Euler–Maruyama method exponential stability Food science neutral stochastic functional differential equations numerical solution Random variables Stability analysis
ISSN:	2227-7390, 2227-7390
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!