Journal article 821 views 137 downloads
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability
ULISES MUNOZ,
Chenggui Yuan 
Applied Mathematics and Computation, Volume: 478, Start page: 128853
Swansea University Authors:
ULISES MUNOZ, Chenggui Yuan
-
PDF | Version of Record
Copyright: 2024 The Author(s). This is an open access article under the CC BY license.
Download (864.37KB)
DOI (Published version): 10.1016/j.amc.2024.128853
Abstract
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability
| Published in: | Applied Mathematics and Computation |
|---|---|
| ISSN: | 0096-3003 |
| Published: |
Elsevier BV
2024
|
| Online Access: |
Check full text
|
| URI: | https://cronfa.swan.ac.uk/Record/cronfa66517 |
| Keywords: |
Stochastic differential delay equations; Euler-Maruyama adaptive method; Infinite horizon; Boundedness of the pth moments; Order of convergence; Almost sure exponential stability |
|---|---|
| College: |
Faculty of Science and Engineering |
| Funders: |
Swansea University |
| Start Page: |
128853 |