| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4638486 | Journal of Computational and Applied Mathematics | 2015 | 13 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Guangqiang Lan, Chenggui Yuan,