A Note on Exponential Stability for Numerical Solution of Neutral Stochastic Functional Differential Equations

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....

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Bibliographic Details
Main Authors: Qi Wang, Huabin Chen, Chenggui Yuan
Format: Article
Language:English
Published: MDPI AG 2022-03-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/6/866

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