Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition (Q2222182)

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English	Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition	scientific article

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instance of

scholarly article

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title

Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition (English)

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zbMATH Open document ID

1460.65009

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DOI

10.1016/j.cam.2020.113242

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Journal of Computational and Applied Mathematics

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publication date

3 February 2021

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Mathematics Subject Classification ID

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exponential stability

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stochastic functional differential equation

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backward Euler scheme

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Wikidata QID

Q115581014

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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.cam.2020.113242

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OpenAlex ID

W3093580167

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cites work

Numerical Solutions of Stochastic Functional Differential Equations

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Convergence rate of numerical solutions to SFDEs with jumps

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Numerical Solutions of Neutral Stochastic Functional Differential Equations

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Q5429735

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Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations

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Introduction to the numerical analysis of stochastic delay differential equations

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Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

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Almost sure exponential stability of numerical solutions for stochastic delay 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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Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks

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Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations

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Mean square stability of two classes of theta method for neutral stochastic differential delay equations

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Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps

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Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method

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Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients

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Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations

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Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations

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Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation

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Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition

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