Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations (Q2511052)
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scientific article; zbMATH DE number 6324921
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| English | Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations |
scientific article; zbMATH DE number 6324921 |
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Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations (English)
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5 August 2014
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The present paper discusses the mean-square exponential stability of stochastic theta methods for stochastic delay integro-differential equations. It is shown that under appropriate step-size restrictions for the methods, these preserve the stability of the exact solution. A numerical example illustrates the theoretical findings.
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stochastic delay integro-differential equation
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theta method
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mean-square stability
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0.8939269185066223
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0.8750285506248474
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0.8713576197624207
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0.8690991997718811
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