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...

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Detalles Bibliográficos
Autor principal: Zhang, Ling
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5630662/
https://www.ncbi.nlm.nih.gov/pubmed/29070932
http://dx.doi.org/10.1186/s13660-017-1518-5

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5630662/
https://www.ncbi.nlm.nih.gov/pubmed/29070932
http://dx.doi.org/10.1186/s13660-017-1518-5

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