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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2017
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| 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 |