文章基本信息

标题：Almost Surely Asymptotic Stability of Numerical Solutions for Neutral Stochastic Delay Differential Equations
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作者：Zhanhua Yu ; Mingzhu Liu
期刊名称：Discrete Dynamics in Nature and Society
印刷版ISSN：1026-0226
电子版ISSN：1607-887X
出版年度：2011
卷号：2011
DOI：10.1155/2011/217672
出版社：Hindawi Publishing Corporation
摘要：We investigate the almost surely asymptotic stability of Euler-type methods for neutral stochastic delay differential equations (NSDDEs) using the discrete semimartingale convergence theorem. It is shown that the Euler method and the backward Euler method can reproduce the almost surely asymptotic stability of exact solutions to NSDDEs under additional conditions. Numerical examples are demonstrated to illustrate the effectiveness of our theoretical results.