Split-Step Backward Euler Method for Stochastic Delay Hopfield Neural Networks with Markovian Switching
In this paper, split-step backward Euler method for stochastic delay Hopfield neural networks with Markovian switching is considered. The main aim of this paper is to show that the numerical approximation solution is convergent to the true solution with order. The conditions under which the numerical solution is exponentially stable in mean square are given. An example is provided for illustration.
R. H. Li et al., "Split-Step Backward Euler Method for Stochastic Delay Hopfield Neural Networks with Markovian Switching", Applied Mechanics and Materials, Vols. 58-60, pp. 1390-1395, 2011