Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching
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摘要
Exponential stability of the exact solutions and θ-EM (12<θ≤1) approximations to neutral stochastic differential delay equations with Markov switching are investigated in this paper. Sufficient conditions are obtained to ensure the pth moment (p≥1) and almost sure exponential stability of the exact solutions as well as θ-EM approximations (p=2). An example is provided to support our conclusions.
论文关键词：60H10,65C30,Neutral stochastic differential delay equation with Markov switching,θ Euler–Maruyama approximation,Exponential stability
论文评审过程：Received 11 October 2014, Revised 8 January 2015, Available online 23 February 2015.
论文官网地址：https://doi.org/10.1016/j.cam.2015.02.028
