Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps (Q2974196): Difference between revisions

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+Split-step \({\theta}\)-method for stochastic delay differential equations
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+MS-stability of the Euler--Maruyama method for stochastic differential delay equations
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+Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations
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+Dynamic systems with Poisson white noise
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+Normal rank
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+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
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+Numerical methods for nonlinear stochastic differential 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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+Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion
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+Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
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+Stochastic differential delay equations with jumps, under nonlinear growth condition
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+On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
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+Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
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+Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
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+Compensated stochastic theta methods for stochastic differential delay equations with jumps
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+The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
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+Q4369402
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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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+Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps
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+Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
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+The semi-implicit Euler method for stochastic differential delay equation with jumps
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+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
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+Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
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+Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
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+Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations
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+Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
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