Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods

DOI10.1016/J.SPL.2020.108952zbMath1455.60074arXiv1907.13099OpenAlexW3087845482WikidataQ115341074 ScholiaQ115341074MaRDI QIDQ826698

Jingwen Tang, Yan Shen, Wei Liu, Zhenyu Bao

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.13099

zbMATH Keywords

numerical methodsstochastic differential delay equations\(p\)th moment stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50)

Related Items (2)

Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods ⋮ Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay

Cites Work

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