Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations (Q1736415): Difference between revisions

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English	Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations	scientific article

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title

Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations (English)

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26 March 2019

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zbMATH Keywords

stochastic pantograph differential equation

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split-step theta method

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stochastic linear theta method

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almost sure stability

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general decay rate

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11075-018-0531-1

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cites work

Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation

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Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations

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Q3764976

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

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A class of split-step balanced methods for stiff stochastic differential equations

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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

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Stability and boundedness of nonlinear hybrid stochastic differential delay equations

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Exponential mean square stability of numerical methods for systems of stochastic differential equations

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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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Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations

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Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations

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Q5429735

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Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions

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Razumikhin method and exponential stability of hybrid stochastic delay interval systems

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Khasminskii-Type Theorems for Stochastic Differential Delay Equations

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Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation

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Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay

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Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in

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Razumikhin-type theorems on general decay stability and robustness for stochastic functional differential equations

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

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Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations

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Q3085560

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Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients

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Convergence and stability of a numerical method for nonlinear stochastic pantograph equations

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Preserving exponential mean square stability and decay rates in two classes of theta approximations 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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Identifiers

zbMATH Open document ID

1431.60048

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Mathematics Subject Classification ID

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10.1007/S11075-018-0531-1

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Mathematics(1 entry)

mardi Publication:1736415

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