2005-11-03Buch
On Halanay-type analysis of exponential stability for the theta-Maruyama method for stochastic delay differential equations
Baker, Christopher T. H.; Buckwar, Evelyn
Using an approach that has its origins in work of Halanay, we consider stability in mean square of numerical solutions obtained from the theta-Maruyama discretization of a test stochastic delay differential equation dX(t) ...