| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4632415 | Applied Mathematics and Computation | 2010 | 8 Pages |
Abstract
This paper establishes a method to study the exponential stability of Euler–Maruyama (EM) method for impulsive stochastic differential equations with delay. By using the properties of M-matrix and stochastic analysis technique, some conditions under which the EM solution is exponentially mean-square stable are obtained. Some examples are provided to illustrate the results.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Guihua Zhao, M.H. Song, M.Z. Liu,