Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps (Q2974196): Difference between revisions

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-Xue-yan Zhao
@@ Property / author: Xue-yan Zhao / rank @@
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@@ Property / author @@
-Fei Qi Deng
@@ Property / author: Fei Qi Deng / rank @@
-Normal rank
@@ Property / author @@
+Xue-yan Zhao
@@ Property / author: Xue-yan Zhao / rank @@
+Normal rank
@@ Property / author @@
+Fei Qi Deng
@@ Property / author: Fei Qi Deng / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207721.2016.1186245
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@@ Property / OpenAlex ID @@
+W2395104479
@@ Property / OpenAlex ID: W2395104479 / rank @@
+Normal rank
@@ Property / cites work @@
+Split-step \({\theta}\)-method for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+MS-stability of the Euler--Maruyama method for stochastic differential delay equations
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@@ Property / cites work @@
+Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations
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+Dynamic systems with Poisson white noise
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+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
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+Numerical methods for nonlinear stochastic differential equations with jumps
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+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
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+Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion
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+Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
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+Stochastic differential delay equations with jumps, under nonlinear growth condition
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+On mean-square stability of two-step Maruyama methods for nonlinear neutral 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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+Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
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+Compensated stochastic theta methods for stochastic differential delay equations with jumps
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+The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
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+Q4369402
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+The semi-implicit Euler method for stochastic differential delay equation with jumps
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+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
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+Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
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+Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
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+Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations
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@@ Property / cites work @@
+Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
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@@ links / mardi / name / links / mardi / name @@
+Publication:2974196