Stability of Analytical and Numerical Solutions for Nonlinear Stochastic Delay Differential Equations with Jumps
This paper is concerned with the stability of analytical and numerical solutions for nonlinear stochastic delay differential equations (SDDEs) with jumps. A sufficient condition for mean-square exponential stability of the exact solution is derived. Then, mean-square stability of the numerical solut...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2012/831082 |
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