Emergent Mind
Mean square exponential stability of numerical methods for stochastic differential delay equations
(2306.12116)
Published Jun 21, 2023
in
math.NA
,
cs.NA
,
and
math.PR
Abstract
Mean square exponential stability of $\theta$-EM and modified truncated Euler-Maruyama (MTEM) methods for stochastic differential delay equations (SDDEs) are investigated in this paper. We present new criterion of mean square exponential stability of the $\theta$-EM and MTEM methods for SDDEs, which are different from most existing results under Khasminskii-type conditions. Two examples are provided to support our conclusions.
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