Mathematics (Mar 2022)
A Note on Exponential Stability for Numerical Solution of Neutral Stochastic Functional Differential Equations
Abstract
This paper examines the numerical solutions of the neutral stochastic functional differential equation. This study establishes the discrete stochastic Razumikhin-type theorem to investigate the exponential stability in the mean square sense of the Euler–Maruyama numerical solution to this equation. In addition, the Borel–Cantelli lemma and the stochastic analysis theory are incorporated to discuss the almost sure exponential stability for this numerical solution of such equations.
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