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)

Obradović, Maja; Milošević, Marija

doi:10.2478/auom-2024-0032

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

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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)

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

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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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