| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4637359 | Applied Mathematics and Computation | 2006 | 12 Pages |
Abstract
The main aim of this paper is to investigate the exponential stability of the Euler method for a class of autonomous stochastic delay differential equations with Markovian switching. The definition of exponential mean square stability of numerical method is introduced. It is proved that the Euler scheme is exponentially stable in mean square sense. Several examples are given for illustration.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Li Ronghua, Meng Hongbing, Chang Qin,