Stability of Tamed EM scheme of Neutral Stochastic Differential Delay Equations
classification
🧮 math.PR
keywords
stabilityalmostdelaydifferentialexponentialmean-squareneutralscheme
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In this paper, exponential mean-square stability and almost sure stability of the tamed EM scheme to neutral stochastic differential delay equation are investigated. Surprisingly, the exponential mean-square stability can reproduce the almost sure stability without placing extra conditions.
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