Abstract:This paper focuses on exponential stability of numerical solutions of neutral stochastic delay differential equations. A novel approach is introduced to study numerical approximation methods of neutral stochastic differential equations with time‐dependent delay. In contrast to the advances in the literature, this work provides a new method and new criteria for which the Euler‐Maruyama approximation method and the backward Euler‐Maruyama approximation method can reproduce exponential stability in mean square an… Show more
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