Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations (Q4903489): Difference between revisions

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scientific article; zbMATH DE number 6127832

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English	Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations	scientific article; zbMATH DE number 6127832

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instance of

scholarly article

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title

Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations (English)

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zbMATH Open document ID

1258.65071

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DOI

10.1080/00207160.2012.703320

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International Journal of Computer Mathematics

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publication date

22 January 2013

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Mathematics Subject Classification ID

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stochastic delay differential equtaions

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almost sure exponential stability

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stochastic \(\theta\)-method

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one-sided linear growth

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exponential stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207160.2012.703320

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OpenAlex ID

W2154867525

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cites work

Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

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Numerical solutions of stochastic differential equations -- implementation and stability issues

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Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations

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Q4714145

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Mean-Square and Asymptotic Stability of the Stochastic Theta Method

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Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

0 references

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

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Numerical Solutions of Stochastic Differential Delay Equations with Jumps

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LaSalle-type theorems for stochastic differential delay equations

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A note on the LaSalle-type theorems for stochastic differential delay equations

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Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations

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Q5429735

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Khasminskii-Type Theorems for Stochastic Differential Delay Equations

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Stochastic Differential Equations with Markovian Switching

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

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

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Almost sure stability of some stochastic dynamical systems with memory

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Stability Analysis of Numerical Schemes for Stochastic Differential Equations

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Nonlinear stability of \(\theta \)-methods for neutral differential equations in Banach space

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

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A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4903489

@@ Property / cites work @@
+Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential equations -- implementation and stability issues
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+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 @@
+Numerical Solutions of Stochastic Differential Delay Equations with Jumps
+Normal rank
@@ Property / cites work @@
+LaSalle-type theorems for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+A note on the LaSalle-type theorems for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+Normal rank
@@ Property / cites work @@
+Khasminskii-Type Theorems for Stochastic Differential Delay Equations
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
+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 asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)
+Normal rank
@@ Property / cites work @@
+Almost sure stability of some stochastic dynamical systems with memory
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Nonlinear stability of \(\theta \)-methods for neutral differential equations in Banach space
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
+Normal rank