Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods

被引：2

作者：

Bao, Zhenyu ^{[1
]}

Tang, Jingwen ^{[1
]}

Shen, Yan ^{[1
]}

Liu, Wei ^{[1
]}

机构：

[1] Shanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China

来源：

STATISTICS & PROBABILITY LETTERS | 2021年 / 168卷

基金：

中国国家自然科学基金;

关键词：

Stochastic differential delay equations; pth moment stability; Numerical methods; EULER-MARUYAMA METHOD; EXPONENTIAL STABILITY; APPROXIMATIONS; CONVERGENCE; DRIVEN;

D O I：

10.1016/j.spl.2020.108952

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The equivalence of pth (p > 0) moment stability between stochastic differential delay equations and their numerical methods is studied under the assumptions that the numerical methods are strongly convergent and have the bounded pth moment in the finite time. (C) 2020 Elsevier B.V. All rights reserved.

引用

页数：6

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