Article ID Journal Published Year Pages File Type
5776116 Journal of Computational and Applied Mathematics 2017 22 Pages PDF
Abstract
The main aim of this work is to prove that the backward Euler-Maruyama approximate solutions converge strongly to the true solutions for stochastic functional differential equations with superlinear growth coefficients. The paper also gives the boundedness and mean-square exponential stability of the exact solutions, and shows that the backward Euler-Maruyama method can preserve the boundedness of mean-square moments. Finally, a highly nonlinear example is provided to illustrate the main results.
Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
Authors
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