Exponential stability of the exact solutions and θθ-EM approximations to neutral SDDEs with Markov switching

Exponential stability of the exact solutions and θθ-EM (12<θ≤1) approximations to neutral stochastic differential delay equations with Markov switching are investigated in this paper. Sufficient conditions are obtained to ensure the ppth moment (p≥1p≥1) and almost sure exponential stability of the exact solutions as well as θθ-EM approximations (p=2p=2). An example is provided to support our conclusions.