Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4633212 | Applied Mathematics and Computation | 2008 | 12 Pages |
Abstract
In this paper, we study the mean square (MS) stability and general mean square (GMS) stability of semi-implicit Euler method for linear stochastic differential equations with multiple delays and Markovian switching. It is proved that semi-implicit Euler method is MS-stable and GMS-stable under suitable conditions. A numerical example is provided to illustrate the theoretical results.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
A. Rathinasamy, K. Balachandran,