almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations
;Zhanhua Yu;Mingzhu Liu
Journal of the American Heart Association2011Vol. 2011pp. -
125
yu2011discretealmost
Abstract
We investigate the almost surely asymptotic stability of Euler-type
methods for neutral stochastic delay differential equations (NSDDEs) using the discrete semimartingale
convergence theorem. It is shown that the Euler method and the backward Euler method can reproduce the almost surely asymptotic stability of exact solutions to NSDDEs under additional conditions. Numerical examples are demonstrated to illustrate the effectiveness of our theoretical results.