























In this paper we investigate explicit numerical approximations for stochastic differential delay equations (SDDEs) under a local Lipschitz condition by employing the adaptive Euler-Maruyama (EM) method. Working in both finite and infinite horizons, we achieve strong convergence results by showing the boundedness of the pth moments of the adaptive EM solution. We also obtain the order of convergence infinite horizon. In addition, we show almost sure exponential stability of the adaptive approximate solution for both SDEs and SDDEs.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。