STABILITY OF EULER-MARUYAMA METHOD FOR LINEAR STOCHASTIC DELAY INTEGRO-DIFFERENTIAL EQUATIONS
线性随机延迟积分微分方程Euler-Maruyama方法的稳定性

This paper is concerned with the MS-stability of Euler-Maruyama method for a class of linear stochastic delay integro-differential equations. First, we discuss the sufficient conditions of mean-square exponential stability for the true solution of these equations. And then, under such conditions, it is shown that the Euler-Maruyama method with composite trapezoidal rule is MS-stable. At last, we validate our conclusions by numerical experiments.