Title of article
Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
Author/Authors
Wang، نويسنده , , Wenqiang and Chen، نويسنده , , Yanping، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
6
From page
696
To page
701
Abstract
There are few results on the numerical stability of nonlinear neutral stochastic delay differential equations (NSDDEs). The aim of this paper is to establish some new results on the numerical stability for nonlinear NSDDEs. It is proved that the semi-implicit Euler method is mean-square stable under suitable condition. The theoretical result is also confirmed by a numerical experiment.
Keywords
Neutral stochastic delay differential equations , Semi-implicit Euler method , Mean-square stability
Journal title
Applied Numerical Mathematics
Serial Year
2011
Journal title
Applied Numerical Mathematics
Record number
1529679
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