Stability of Tamed EM scheme of Neutral Stochastic Differential Delay Equations
Probability
2019-09-10 v1
Abstract
In this paper, exponential mean-square stability and almost sure stability of the tamed EM scheme to neutral stochastic differential delay equation are investigated. Surprisingly, the exponential mean-square stability can reproduce the almost sure stability without placing extra conditions.
Keywords
Cite
@article{arxiv.1909.03155,
title = {Stability of Tamed EM scheme of Neutral Stochastic Differential Delay Equations},
author = {Yanting Ji and Guowei Wan and Zheng Zhou},
journal= {arXiv preprint arXiv:1909.03155},
year = {2019}
}
Comments
10 pages