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arXiv · 1909.03155

Stability of Tamed EM scheme of Neutral Stochastic Differential Delay Equations

Yanting Ji·Guowei Wan·Zheng Zhou
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Abstract

In this paper, exponential mean-square stability and almost sure stability of the tamed EM scheme to neutral stochastic differential delay equation are investigated. Surprisingly, the exponential mean-square stability can reproduce the almost sure stability without placing extra conditions.

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Yanting Ji, Guowei Wan, Zheng Zhou. 2019-09-07. Stability of Tamed EM scheme of Neutral Stochastic Differential Delay Equations. https://arxiv.org/abs/1909.03155

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