Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay

被引：0

作者：

Lan, Guangqiang ^{[1
]}

Wang, Ge ^{[1
]}

机构：

[1] Beijing Univ Chem Technol, Coll Math & Phys, Beijing 100029, Peoples R China

来源：

FRONTIERS OF MATHEMATICS | 2023年 / 18卷 / 06期

关键词：

NSDEs with time-dependent delay; MTEM method; exponential stability; strong convergence; MEAN-SQUARE STABILITY; EULER-MARUYAMA METHOD; THETA METHOD;

D O I：

10.1007/s11464-021-0246-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we consider asymptotic exponential stability of the exact solution and the corresponding modified truncated EM (MTEM) method for neutral stochastic differential equations (NSDEs) with time-dependent delay. We obtain sufficient conditions under which the MTEM method replicates the exponential stability of the exact solution no matter time-dependent delay delta(t) is bounded or not. To make sure that the stability conclusions are meaningful, we will obtain the strong convergence of the MTEM method at first. Two examples are presented to illustrate our conclusions.

引用

页码：1479 / 1504

页数：26

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