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

DOI10.1016/J.JMAA.2017.10.002MaRDI QIDQ1688846zbMATH OpenOpenAlexWikidataFDO

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 methoddiscrete semimartingale convergence theoremEuler-Maruyama methodKhasminskii-type condition

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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

• Almost sure exponential stability of numerical solutions for stochastic delay differential equations
• Almost surely exponential stability of numerical solutions for stochastic pantograph equations
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• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
• Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
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Cited in

(21)

• Almost surely exponential stability of numerical solutions for stochastic pantograph equations
• Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations
• Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
• Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
• Stability of numerical solution to pantograph stochastic functional differential equations
• pth moment (p (0, 1)) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations
• Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
• Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the 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
• Exponential stability of numerical solutions for neutral stochastic pantograph differential equations
• The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay
• Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model
• Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model
• Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
• The asymptotic attraction and stability of hybrid stochastic functional systems with pantograph delay
• Asymptotic boundedness and exponential stability of neutral stochastic functional differential equations with unbounded delay
• Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
• Convergence and almost sure exponential stability of compensated split-step theta scheme for stochastic pantograph models with Poisson random measure

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