Exponential Stability of Numerical Solutions to a Stochastic Delay Neural Networks
The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution for stochastic delay neural networks. The definition of exponential mean square stability of numerical method is introduced. It is proved that the Euler scheme is exponentially stable in mean square sense. An example is given for illustration our result.
Helen Zhang, Gang Shen and David Jin
Q. M. Zhang "Exponential Stability of Numerical Solutions to a Stochastic Delay Neural Networks", Advanced Materials Research, Vols. 219-220, pp. 1035-1039, 2011