Convergence and Stability of the Split-Step θ-Milstein Method for Stochastic Delay Hopfield Neural Networks

A new splitting method designed for the numerical solutions of stochastic delay Hopfield neural networks is introduced and analysed. Under Lipschitz and linear growth conditions, this split-step θ-Milstein method is proved to have a strong convergence of order 1 in mean-square sense, which is higher...

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Bibliographic Details
Main Authors: Qian Guo, Wenwen Xie, Taketomo Mitsui
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/169214
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