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Stability of Tamed EM scheme of Neutral Stochastic Differential Delay Equations

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arxiv 1909.03155 v1 pith:EZMKBQQB submitted 2019-09-07 math.PR

Stability of Tamed EM scheme of Neutral Stochastic Differential Delay Equations

classification math.PR
keywords stabilityalmostdelaydifferentialexponentialmean-squareneutralscheme
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In this paper, exponential mean-square stability and almost sure stability of the tamed EM scheme to neutral stochastic differential delay equation are investigated. Surprisingly, the exponential mean-square stability can reproduce the almost sure stability without placing extra conditions.

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