Exponential stability of nonlinear neutral delay stochastic differential equation

DOI10.13338/J.ISSN.1006-8341.2019.04.012MaRDI QIDQ3307468zbMATH OpenFDO

Authors Meiling Song, Liangjian Hu

Publication date 12 August 2020

Full work available at URL https://doi.org/10.13338/J.ISSN.1006-8341.2019.04.012

zbMATH Keywords

diffusion coefficientdrift coefficientEM methodexponential stabilityneutral delay stochastic differential equations

Mathematics Subject Classification ID

Neutral functional-differential equations (34K40) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for functional-differential equations (65L03) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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(11)

• Almost sure exponential stability sensitive to small time delay of stochastic neutral functional differential equations
• Exponential stability of neutral stochastic delay differential equation with delay-dependent impulses
• Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
• The exponential stability of neutral stochastic delay partial differential equations
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• Exponential stability of implicit numerical solution for nonlinear neutral stochastic differential equations with time-varying delay and Poisson jumps
• An analysis of the exponential stability of linear stochastic neutral delay systems
• Delay-dependent exponential stability of stochastic delay differential system whose coefficients obey the polynomial growth condition
• Exponential stability of neutral stochastic delay differential equations with Markovian switching

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