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

DOI10.1016/J.JMAA.2017.10.002MaRDI QIDQ1688846zbMATHOpenAlexWikidataFDO

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

zbMATH Keywords

almost sure exponential stabilitybackward Euler-Maruyama methodEuler-Maruyama methodKhasminskii-type conditiondiscrete semimartingale convergence theorem

Mathematics Subject Classification ID

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)

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Cites work

• scientific article; zbMATH DE number 3936125 (Why is no real title available?)
• scientific article; zbMATH DE number 4022294 (Why is no real title available?)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations
• Almost surely exponential stability of numerical solutions for stochastic pantograph equations
• Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
• Asymptotic mean-square stability of two-step methods for stochastic ordinary differential equations
• Asymptotic stability in the \(p\)th moment for stochastic differential equations with Lévy noise
• Continuous \(\Theta\)-methods for the stochastic pantograph equation
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
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• Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
• Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
• Khasminskii-Type Theorems for Stochastic Differential Delay Equations
• Mean-Square and Asymptotic Stability of the Stochastic Theta Method
• New criteria on exponential stability of neutral stochastic differential delay equations
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• Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
• Razumikhin method and exponential stability of hybrid stochastic delay interval systems
• Stability analysis for stochastic differential equations with infinite Markovian switchings
• Stability and boundedness of nonlinear hybrid stochastic differential delay equations
• Stochastic differential delay equations with jumps, under nonlinear growth condition
• Stochastic differential equations and applications.

Cited in

(16)

• Almost surely exponential stability of numerical solutions for stochastic pantograph equations
• Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
• Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
• Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model
• Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
• Stability of numerical solution to pantograph stochastic functional differential equations
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size
• Exponential stability of numerical solutions for neutral stochastic pantograph differential equations
• The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay
• \(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations
• Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations
• Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations

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