Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (Q2977959): Difference between revisions

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-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 / 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/10.1002/mma.4098
@@ Property / full work available at URL: https://doi.org/10.1002/mma.4098 / rank @@
+Normal rank
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+W2490957535
@@ Property / OpenAlex ID: W2490957535 / rank @@
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@@ Property / cites work @@
+MS-stability of the Euler--Maruyama method for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Split-step \({\theta}\)-method for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Q3085559
@@ Property / cites work: Q3085559 / rank @@
+Normal rank
@@ Property / cites work @@
+On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
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+Asymptotic properties of neutral stochastic differential delay equations
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+Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
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+New results on delay-dependent stability analysis for neutral stochastic delay systems
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+Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
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+Dynamic systems with Poisson white noise
@@ Property / cites work: Dynamic systems with Poisson white noise / rank @@
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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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@@ Property / cites work @@
+Stochastic differential delay equations with jumps, under nonlinear growth condition
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+Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
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+Compensated stochastic theta methods for stochastic differential delay equations with jumps
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+Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps
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+The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
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@@ Property / cites work @@
+Mean-square stability of the Euler–Maruyama method for stochastic differential delay 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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+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
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+Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2977959