Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching (Q2345664)

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English	Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching	scientific article

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instance of

scholarly article

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title

Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching (English)

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Journal of Computational and Applied Mathematics

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publication date

22 May 2015

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full work available at URL

https://arxiv.org/abs/1410.3551

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zbMATH Keywords

neutral stochastic differential delay equations

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Markov switching

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Euler-Maruyama approximation

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exponential stability

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MaRDI profile type

MaRDI publication profile

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cites work

Stability of a random diffusion with linear drift

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Optimal Control of Switching Diffusions with Application to Flexible Manufacturing Systems

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Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

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Stability of stochastic differential equations with Markovian switching

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Moment decay rates of solutions of stochastic differential equations

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Stochastic Differential Equations with Markovian Switching

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Q5429735

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Stabilization of a class of stochastic differential equations with Markovian switching

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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 and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

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

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

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Mean square polynomial stability of numerical solutions to a class of stochastic differential equations

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Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations

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Mean-Square and Asymptotic Stability of the Stochastic Theta Method

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Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations

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Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations

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Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients

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Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)

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Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation

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Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

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Q4693053

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Theory of stochastic differential equations with jumps and applications.

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Identifiers

zbMATH Open document ID

1319.60128

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DOI

10.1016/j.cam.2015.02.028

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2345664