Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching

2014/10/14 by Lan, Guangqiang, Yuan, Chenggui · 1 citation
#60H10 #65C30 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1410.3551

Abstract

Exponential stability of the exact solutions as well as θ-EM ((1)/(2)

Cited by

• Mean-square exponential stability of exact and numerical solutions for neutral stochastic delay differential equations with Markovian switching

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