Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418): Difference between revisions

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English	Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion	scientific article

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scholarly article

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title

Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (English)

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Computational and Applied Mathematics

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publication date

5 November 2018

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zbMATH Keywords

convergence

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asymptotic mean-square stability

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neutral stochastic delay differential equations

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\(G\)-Brownian motion

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stochastic theta method

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s40314-018-0581-y

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cites work

An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients

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Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths

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Weak approximation of \(G\)-expectations

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A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion

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Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion

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Q3085559

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Exponential Mean-Square Stability of Numerical Solutions to 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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On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion

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\(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion

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Mean square stability of two classes of theta method for neutral stochastic differential delay equations

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Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations

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Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion

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Q4338975

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

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Q5436616

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Monotone schemes for a class of nonlinear elliptic and parabolic problems

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Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion

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Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion

0 references

Tools for computational finance.

0 references

A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise

0 references

Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations

0 references

Numerical simulations for \(G\)-Brownian motion

0 references

Stepanov-like doubly weighted pseudo almost automorphic processes and its application to Sobolev-type stochastic differential equations driven by<i>G</i>-Brownian motion

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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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Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion

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Mean square convergence of one-step methods for neutral stochastic differential delay equations

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Exponential stability for stochastic differential equation driven by G-Brownian motion

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Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations

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Identifiers

zbMATH Open document ID

1403.65033

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Mathematics Subject Classification ID

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10.1007/S40314-018-0581-Y

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Sitelinks

Mathematics(1 entry)

mardi Publication:1993418

@@ Property / DOI @@
-.1007/s40314-018-0581-y
@@ Property / DOI: 10.1007/s40314-018-0581-y / rank @@
-Normal rank
@@ Property / cites work @@
+An Explicit Euler Scheme with Strong Rate of Convergence for Financial SDEs with Non-Lipschitz Coefficients
+Normal rank
@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
+Normal rank
@@ Property / cites work @@
+Weak approximation of \(G\)-expectations
@@ Property / cites work: Weak approximation of \(G\)-expectations / rank @@
+Normal rank
@@ Property / cites work @@
+A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion
+Normal rank
@@ Property / cites work @@
+Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion
+Normal rank
@@ Property / cites work @@
+Q3085559
@@ Property / cites work: Q3085559 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Exponential Mean-Square Stability of Numerical Solutions to 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 @@
+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+\(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Mean square stability of two classes of theta method for neutral stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4338975
@@ Property / cites work: Q4338975 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+Monotone schemes for a class of nonlinear elliptic and parabolic problems
+Normal rank
@@ Property / cites work @@
+Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion
+Normal rank
@@ Property / cites work @@
+Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Tools for computational finance.
@@ Property / cites work: Tools for computational finance. / rank @@
+Normal rank
@@ Property / cites work @@
+A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Numerical simulations for \(G\)-Brownian motion
@@ Property / cites work: Numerical simulations for \(G\)-Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Stepanov-like doubly weighted pseudo almost automorphic processes and its application to Sobolev-type stochastic differential equations driven by<i>G</i>-Brownian motion
+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 @@
+Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Mean square convergence of one-step methods for neutral stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Exponential stability for stochastic differential equation driven by G-Brownian motion
+Normal rank
@@ Property / cites work @@
+Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
+Normal rank
@@ Property / DOI @@
+.1007/S40314-018-0581-Y
@@ Property / DOI: 10.1007/S40314-018-0581-Y / rank @@
+Normal rank