科研之友
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摘要
The general decay stability of backward Euler-Maruyama(EM) method is discussed for stochastic integro-differential equations(SIDEs) in this paper. Under polynomial growth condition, both continuous and discrete solutions admit high nonlinearity of the underlying equations. Besides, the considered stability namely the general decay stability is a generalized stability including almost sure poly-nomially stability and almost sure exponentially stability. Making using of the nonnegative semi-martingale convergence theorem, for SIDEs we propose sufficient conditions to obtain the general decay stability of backward EM method.
