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Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations
Abstract 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...
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| Hovedforfatter: | |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
SpringerOpen
2017-10-01
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| Serier: | Journal of Inequalities and Applications |
| Fag: | |
| Online adgang: | http://link.springer.com/article/10.1186/s13660-017-1518-5 |
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