Title :
Notice of Retraction
Stability of the Euler-Maruyama method for hybrid stochastic differential delay equations
Author :
Jiangrong Liu ; Feng Jiang ; Hua Yang
Author_Institution :
Dept. of Math. & Phys., Wuhan Polytech. Univ., Wuhan, China
Abstract :
Notice of Retraction
After careful and considered review of the content of this paper by a duly constituted expert committee, this paper has been found to be in violation of IEEE´s Publication Principles.
We hereby retract the content of this paper. Reasonable effort should be made to remove all past references to this paper.
The presenting author of this paper has the option to appeal this decision by contacting TPII@ieee.org.
In the paper the main aim is to investigate the stability of the Euler-Maruyama method for the hybrid stochastic differential delay equations. The mean square stable condition of the analytical solution for a linear hybrid stochastic differential delay equations is obtained by Razumikhin theorem, and we prove that the condition preserves the stability property of the numerical scheme. A numerical example is provided to illustrate the theoretical results.
Keywords :
delay-differential systems; differential equations; numerical stability; Euler-Maruyama method; Razumikhin theorem; linear hybrid stochastic differential delay equations; mean square stable condition; numerical scheme; stability property; Delay; Differential equations; Fault tolerant systems; Mathematics; Physics; Stability analysis; Stochastic processes; Stochastic resonance; Stochastic systems; Target tracking; Markov chains; hybrid stochastic differential delay equations; mean square stable;
Conference_Titel :
Computer Engineering and Technology (ICCET), 2010 2nd International Conference on
Conference_Location :
Chengdu
Print_ISBN :
978-1-4244-6347-3
DOI :
10.1109/ICCET.2010.5485781
