Stability of exponential Euler method for stochastic systems under Poisson white noise excitations
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Publication:487453
DOI10.1007/s10773-014-2177-7zbMath1310.34106OpenAlexW2071550184MaRDI QIDQ487453
Publication date: 22 January 2015
Published in: International Journal of Theoretical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10773-014-2177-7
Stability theory of functional-differential equations (34K20) White noise theory (60H40) Stochastic functional-differential equations (34K50)
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Cites Work
- Compensated stochastic theta methods for stochastic differential equations with jumps
- The semi-implicit Euler method for stochastic differential delay equation with jumps
- Convergence of numerical solutions to stochastic delay differential equations with jumps
- Numerical methods for nonlinear stochastic differential equations with jumps
- Approximation of jump diffusions in finance and economics
- An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
- Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
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