Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations

2018 ◽  
Vol 340 ◽  
pp. 334-341 ◽  
Author(s):  
Guangqiang Lan
Keyword(s):  
Exponential Stability ◽  
Delay Equations ◽  
Differential Delay ◽  
Differential Delay Equations ◽  
Stochastic Differential Delay Equations ◽  
Em Method

scholarly journals The Truncated Theta-EM Method for Nonlinear and Nonautonomous Hybrid Stochastic Differential Delay Equations with Poisson Jumps

2021 ◽  
Vol 2021 ◽  
pp. 1-17
Author(s):  
Weifeng Wang ◽  
Lei Yan ◽  
Shuaibin Gao ◽  
Junhao Hu
Keyword(s):  
Convergence Rate ◽  
Numerical Solutions ◽  
Delay Equations ◽  
Poisson Jumps ◽  
Differential Delay ◽  
Differential Delay Equations ◽  
Stochastic Differential Delay Equations ◽  
Em Method

In this paper, we study a class of nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (HSDDEwPJs). The convergence rate of the truncated theta-EM numerical solutions to HSDDEwPJs is investigated under given conditions. An example is shown to support our theory.

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