Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
DOI10.1016/J.JMAA.2017.10.002zbMATH Open1382.65018OpenAlexW2761067484WikidataQ115570325 ScholiaQ115570325MaRDI QIDQ1688846FDOQ1688846
Authors: Ping Guo, Chong-Jun Li 
Publication date: 11 January 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.10.002
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almost sure exponential stabilitybackward Euler-Maruyama methodEuler-Maruyama methodKhasminskii-type conditiondiscrete semimartingale convergence theorem
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
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- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
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- Almost surely exponential stability of numerical solutions for stochastic pantograph equations
Cited In (12)
- The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
- Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
- Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model
- Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
- Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model
- The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay
- Stability of numerical solution to pantograph stochastic functional differential equations
- Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
- Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
- Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
- The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
- Stability of numerical solutions for the stochastic pantograph differential equations with variable step size
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