Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation (Q2192632)

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English	Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation	scientific article

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instance of

scholarly article

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title

Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation (English)

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Applied Numerical Mathematics

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publication date

17 August 2020

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zbMATH Keywords

neutral stochastic delay integro differential equation

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strong convergence

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asymptotic boundedness

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exponential stability

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.apnum.2020.06.013

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cites work

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Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

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Stability of stochastic<i>θ</i>-methods for stochastic delay integro-differential equations

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Q4866235

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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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Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching

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Delay differential equations: with applications in population dynamics

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Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay

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Iterative Solution of Nonlinear Equations in Several Variables

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Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations

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\(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations

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Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift

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

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Convergence and stability of balanced methods for stochastic delay integro-differential equations

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Strong convergence of the split-step theta method for neutral stochastic delay differential equations

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Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation

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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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Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients

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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

1474.45082

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DOI

10.1016/j.apnum.2020.06.013

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2192632