Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations (Q638100): Difference between revisions

Summary: We study the almost sure asymptotic stability of exact solutions to neutral stochastic pantograph equations (NSPEs), and sufficient conditions are obtained. Based on these sufficient conditions, we show that the backward Euler method (BEM) with variable stepsize can preserve the almost sure asymptotic stability. Numerical examples are presented for illustration.

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zbMATH Keywords

neutral stochastic pantograph equations

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asymptotic stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1155/2011/143079

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cites work

On the generalized pantograph functional-differential equation

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Discretized Stability and Error Growth of The Nonautonomous Pantograph Equation

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On the one-leg \(\theta \)-methods for solving nonlinear neutral functional differential equations

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Asymptotic behaviour of functional-differential equations with proportional time delays

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Stability of Runge-Kutta methods for the generalized pantograph equation

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Q4801513

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\(H_{\alpha}\)-stability of modified Runge-Kutta methods for nonlinear neutral pantograph equations

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Asymptotic properties of neutral stochastic differential delay equations

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Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

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Q3085559

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Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching

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Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching

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Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations

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Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

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Q4860586

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Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)

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Almost sure exponential stability of numerical solutions for stochastic delay differential equations

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Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps

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Q4369402

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Identifiers

zbMATH Open document ID

1225.60120

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DOI

10.1155/2011/143079

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:638100

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1155/2011/143079
+Normal rank
@@ Property / OpenAlex ID @@
+W2124866277
@@ Property / OpenAlex ID: W2124866277 / rank @@
+Normal rank
@@ Property / cites work @@
+On the generalized pantograph functional-differential equation
+Normal rank
@@ Property / cites work @@
+Discretized Stability and Error Growth of The Nonautonomous Pantograph Equation
+Normal rank
@@ Property / cites work @@
+On the one-leg \(\theta \)-methods for solving nonlinear neutral functional differential equations
+Normal rank
@@ Property / cites work @@
+Asymptotic behaviour of functional-differential equations with proportional time delays
+Normal rank
@@ Property / cites work @@
+Stability of Runge-Kutta methods for the generalized pantograph equation
+Normal rank
@@ Property / cites work @@
+Q4801513
@@ Property / cites work: Q4801513 / rank @@
+Normal rank
@@ Property / cites work @@
+\(H_{\alpha}\)-stability of modified Runge-Kutta methods for nonlinear neutral pantograph equations
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of neutral stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Q3085559
@@ Property / cites work: Q3085559 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching
+Normal rank
@@ Property / cites work @@
+Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4860586
@@ Property / cites work: Q4860586 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank