183
Views
6
CrossRef citations to date
0
Altmetric
Section B

The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations

Pages 1489-1494 | Received 26 Mar 2012, Accepted 02 Dec 2012, Published online: 07 Mar 2013
 

Abstract

The aim of this paper is to improve some results obtained in our earlier paper [Z. Yu and M. Liu, Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations, Discrete Dyn. Nat. Soc. 2011 (2011), article id 217672, 11 p., doi:10.1155/2011/217672]. In this paper, we establish an improved theorem and show that the backward Euler method can reproduce the property of almost sure and mean square exponential stability of exact solutions to neutral stochastic delay differential equations. To obtain the desired result, some new proof techniques are adopted.

2000 AMS Subject Classifications :

Acknowledgements

The authors thank the referees for their helpful comments and suggestions.

Log in via your institution

Log in to Taylor & Francis Online

PDF download + Online access

  • 48 hours access to article PDF & online version
  • Article PDF can be downloaded
  • Article PDF can be printed
USD 61.00 Add to cart

Issue Purchase

  • 30 days online access to complete issue
  • Article PDFs can be downloaded
  • Article PDFs can be printed
USD 1,129.00 Add to cart

* Local tax will be added as applicable

Related Research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.