Stability of Highly Nonlinear Neutral Stochastic Differential Delay Equations Driven by Lévy Noises

2020 ◽  
Author(s):  
Fangzhe Wan ◽  
Feiqi Deng
Keyword(s):  
Delay Equations ◽  
Differential Delay ◽  
Differential Delay Equations ◽  
Stochastic Differential Delay Equations ◽  
Highly Nonlinear

scholarly journals Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching

2020 ◽  
Vol 2020 (1) ◽  
Author(s):  
Shuaibin Gao ◽  
Junhao Hu
Keyword(s):  
Numerical Solutions ◽  
Delay Equations ◽  
Markovian Switching ◽  
Type Condition ◽  
Differential Delay ◽  
Almost Sure Exponential Stability ◽  
Differential Delay Equations ◽  
Stochastic Differential Delay Equations ◽  
Highly Nonlinear ◽  
Strong Convergence Rate

AbstractIn this paper, we establish a partially truncated Euler–Maruyama scheme for highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching. We investigate the strong convergence rate and almost sure exponential stability of the numerical solutions under the generalized Khasminskii-type condition.

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