Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations (Q4903532): Difference between revisions

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scientific article; zbMATH DE number 6127872

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English	Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations	scientific article; zbMATH DE number 6127872

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instance of

scholarly article

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title

Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations (English)

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International Journal of Computer Mathematics

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publication date

22 January 2013

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zbMATH Keywords

stochastic delay differential equation

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backward Euler method

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numerical solution

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mean square stability

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exponential stability

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delay-dependent stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207160.2012.672731

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cites work

Stochastic delay Lotka--Volterra model

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Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations

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

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Stability of stochastic delay neural networks

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MS-stability of the Euler--Maruyama method for stochastic differential delay equations

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Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach

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Moderate deviations for diffusions with Brownian potentials

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Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay

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Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems

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Delay-dependent robust stability and stabilization of uncertain linear delay systems: a linear matrix inequality approach

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Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation

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Exponential stability in mean square of neutral stochastic differential functional equations

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

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Numerical solutions of stochastic differential delay equations under local Lipschitz condition

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On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term

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An analysis of stability of Milstein method for stochastic differential equations with delay

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

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The split-step backward Euler method for linear stochastic delay differential equations

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Identifiers

zbMATH Open document ID

1255.65145

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DOI

10.1080/00207160.2012.672731

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4903532

@@ Property / cites work @@
+Stochastic delay Lotka--Volterra model
@@ Property / cites work: Stochastic delay Lotka--Volterra model / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations
+Normal rank
@@ 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 @@
+Stability of stochastic delay neural networks
@@ Property / cites work: Stability of stochastic delay neural networks / rank @@
+Normal rank
@@ Property / cites work @@
+MS-stability of the Euler--Maruyama method for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach
+Normal rank
@@ Property / cites work @@
+Moderate deviations for diffusions with Brownian potentials
+Normal rank
@@ Property / cites work @@
+Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
+Normal rank
@@ Property / cites work @@
+Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems
+Normal rank
@@ Property / cites work @@
+Delay-dependent robust stability and stabilization of uncertain linear delay systems: a linear matrix inequality approach
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
+Normal rank
@@ Property / cites work @@
+Exponential stability in mean square of neutral stochastic differential functional equations
+Normal rank
@@ Property / cites work @@
+Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
+Normal rank
@@ Property / cites work @@
+On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term
+Normal rank
@@ Property / cites work @@
+An analysis of stability of Milstein method for stochastic differential equations with delay
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+The split-step backward Euler method for linear stochastic delay differential equations
+Normal rank