{
  "id": "1410.3551",
  "version": "v1",
  "published": "2014-10-14T01:32:00.000Z",
  "updated": "2014-10-14T01:32:00.000Z",
  "title": "Exponential stability of the exact solutions and $θ$-EM approximations to neutral SDDEs with Markov switching",
  "authors": [
    "Guangqiang Lan",
    "Chenggui Yuan"
  ],
  "comment": "18 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "Exponential stability of the exact solutions as well as $\\theta$-EM ($\\frac{1}{2}<\\theta\\le 1$) approximations to neutral stochastic differential delay equations with Markov switching will be investigated in this paper. Sufficient conditions are obtained to ensure the $p$-th moment ($p\\ge1$) and almost sure exponential stability of the exact solutions as well as $\\theta$-EM approximations ($p=2$). An example will be presented to support our conclusions.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-10-14T01:32:00.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "65C30"
    ],
    "keywords": [
      "exact solutions",
      "em approximations",
      "neutral sddes",
      "markov switching",
      "neutral stochastic differential delay equations"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 18,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1410.3551L"
    }
  }
}