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A note on almost sure exponential stability of θ-Euler-Maruyama approximation for neutral stochastic differential equations with time-dependent delay when θ ∈ ( 12 {1 \over 2} , 1) Cover

A note on almost sure exponential stability of θ-Euler-Maruyama approximation for neutral stochastic differential equations with time-dependent delay when θ ∈ ( 12 {1 \over 2} , 1)

Analele ştiinţifice ale Universităţii "Ovidius" Constanţa. Seria Matematică
Volume 32 (2024): Issue 3 (October 2024)
By: Maja Obradović and  Marija Milošević  
Open Access
|Oct 2024

Authors

Maja Obradović

maja.obradovic@pmf.edu.rs

Faculty of Sciences and Mathematics, University of Niš, Serbia

Marija Milošević

marija.milosevic@pmf.edu.rs

Faculty of Sciences and Mathematics, University of Niš, Serbia
DOI: https://doi.org/10.2478/auom-2024-0032 | Journal eISSN: 1844-0835 | Journal ISSN: 1224-1784
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Language: English
Page range: 125 - 148
Submitted on: Sep 12, 2023
Accepted on: Dec 20, 2023
Published on: Oct 17, 2024
Published by: Ovidius University of Constanta
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Keywords:
-Euler-Maruyama method,
Neutral stochastic differential equations,
Time-dependent delay,
Almost sure exponential stability,
Khasminskii-type condition
Related subjects:
Mathematics,
General mathematics

© 2024 Maja Obradović, Marija Milošević, published by Ovidius University of Constanta
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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