Almost Surely Asymptotic Stability of Numerical Solutions for Neutral Stochastic Delay Differential Equations
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 s...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2011-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2011/217672 |