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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Bibliographic Details
Main Authors: Qiyong Li, Siqing Gan
Format: Article
Language:English
Published: Hindawi Limited 2012-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2012/831082