Stability of Tamed EM scheme of Neutral Stochastic Differential Delay Equations

Published 7 Sep 2019 in math.PR | (1909.03155v1)

Abstract: 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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