Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations (Q2345687)

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

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scholarly article

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title

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

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Journal of Computational and Applied Mathematics

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publication date

22 May 2015

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zbMATH Keywords

neutral stochastic differential delay equations

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exponential mean square stability

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split-step theta

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stochastic linear theta

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RODAS

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MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cam.2015.03.016

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cites work

Methods for linear systems of circuit delay differential equations of neutral type

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A class of functional equations of neutral type

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Q4229393

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Q5344889

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Neutral Stochastic Differential Delay Equations with Markovian Switching

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Stability in distribution of neutral stochastic functional differential equations with Markovian switching

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The p-th moment exponential stability of neutral stochastic functional differential equations

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Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations

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New criteria on exponential stability of neutral stochastic differential delay equations

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Exponential stability in mean square of neutral stochastic differential functional equations

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Q4369402

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

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Numerical Solutions of Neutral Stochastic Functional Differential Equations

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Approximations of solutions to neutral functional differential equations with nonlocal history conditions

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

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Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations

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Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations

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Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching

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On the boundedness of asymptotic stability regions for the stochastic theta method

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Q4860586

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

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Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations

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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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Exponential mean square stability of numerical methods for systems of stochastic 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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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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The improved split-step backward Euler method for stochastic differential delay equations

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The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations

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Q4714145

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

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Identifiers

zbMATH Open document ID

1320.34111

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DOI

10.1016/j.cam.2015.03.016

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Mathematics Subject Classification ID

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Mathematics(1 entry)

mardi Publication:2345687