Mean-square stability of Euler method for nonlinear neutral stochastic delay differential equations

@article{Wang2011MeansquareSO,
  title={Mean-square stability of Euler method for nonlinear neutral stochastic delay differential equations},
  author={Wenqiang Wang},
  journal={2011 IEEE 2nd International Conference on Computing, Control and Industrial Engineering},
  year={2011},
  volume={2},
  pages={366-369}
}
  • Wenqiang Wang
  • Published 2011 in
    2011 IEEE 2nd International Conference on…
Stochastic differential equations can always simulate the scientific problem in practical truthfully. They have been widely used in Physics, Chemistry, Cybernetics, Finance, Neural Networks, Bionomics, etc. So far there are not many results on the numerical stability of nonlinear neutral stochastic delay differential equations. The purpose of our work is to show that the Euler method applied to the nonlinear neutral stochastic delay differential equations is mean square stable under the… CONTINUE READING