arXiv:2306.12116 [math.NA]AbstractReferencesReviewsResources
Mean square exponential stability of numerical methods for stochastic differential delay equations
Published 2023-06-21Version 1
Mean square exponential stability of $\theta$-EM and modified truncated Euler-Maruyama (MTEM) methods for stochastic differential delay equations (SDDEs) are investigated in this paper. We present new criterion of mean square exponential stability of the $\theta$-EM and MTEM methods for SDDEs, which are different from most existing results under Khasminskii-type conditions. Two examples are provided to support our conclusions.
Comments: 19 pages
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