Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by G-Brownian motion
Journal Article
·
· Computational and Applied Mathematics
- South China University of Technology, Department of Mathematics (China)
There are few numerical analysis results for nonlinear neutral stochastic delay differential equations driven by G-Brownian motion (G-NSDDEs). This paper is concerned with the numerical solutions of the G-NSDDEs to fill this gap. In this paper, we first devote to show that the stochastic theta numerical solution converges to the exact solution for the G-NSDDE. We then prove that the backward Euler–Maruyama numerical solution for the G-NSDDE is asymptotically mean-square stable under suitable conditions. Moreover, a numerical example is demonstrated to illustrate the effectiveness of our obtained results.
- OSTI ID:
- 22769235
- Journal Information:
- Computational and Applied Mathematics, Journal Name: Computational and Applied Mathematics Journal Issue: 4 Vol. 37; ISSN 0101-8205
- Country of Publication:
- United States
- Language:
- English
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