Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (Q4923217): Difference between revisions

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scientific article; zbMATH DE number 6171097

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English	Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations	scientific article; zbMATH DE number 6171097

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instance of

scholarly article

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title

Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (English)

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Random Operators and Stochastic Equations

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publication date

6 June 2013

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zbMATH Keywords

stochastic functional differential equations (SFDEs)

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nonnegative semimartingale convergence theorem

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almost sure stability

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EM method

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MaRDI profile type

MaRDI publication profile

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cites work

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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Introduction to the numerical analysis of stochastic delay differential equations

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

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Mean-Square and Asymptotic Stability of the Stochastic Theta Method

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

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Approximate solutions for a class of stochastic evolution equations with variable delays. II

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LaSalle-type theorems for stochastic differential delay equations

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Stochastic versions of the LaSalle theorem

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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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Khasminskii-Type Theorems for Stochastic Differential Delay Equations

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

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

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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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Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process

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The improved LaSalle-type theorems for stochastic functional differential equations

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Numerical Solutions of Neutral Stochastic Functional Differential Equations

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

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Identifiers

zbMATH Open document ID

1276.60063

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DOI

10.1515/ROSE.2011.010

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4923217

@@ 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 @@
+Introduction to the numerical analysis 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 @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Approximate solutions for a class of stochastic evolution equations with variable delays. II
+Normal rank
@@ Property / cites work @@
+LaSalle-type theorems for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Stochastic versions of the LaSalle theorem
@@ Property / cites work: Stochastic versions of the LaSalle theorem / rank @@
+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 @@
+Khasminskii-Type Theorems for Stochastic Differential Delay 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 @@
+On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term
+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 @@
+Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process
+Normal rank
@@ Property / cites work @@
+The improved LaSalle-type theorems for stochastic functional differential equations
+Normal rank
@@ Property / cites work @@
+Numerical Solutions of Neutral Stochastic Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
+Normal rank