Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5776116 | Journal of Computational and Applied Mathematics | 2017 | 22 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Shaobo Zhou, Hai Jin,