Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps

DOI10.1016/j.amc.2017.06.034zbMath1426.65009OpenAlexW2740332009WikidataQ115598219 ScholiaQ115598219MaRDI QIDQ1740134

Chaolong Zhang, Haoyi Mo, Fei Qi Deng

Publication date: 29 April 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2017.06.034

zbMATH Keywords

almost sure exponential stabilityexponential mean-square stabilityneutral stochastic delay differential equations with jumpsstochastic split-step \(\theta \)-method

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (6)

Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control ⋮ Improving split-step forward methods by ODE solver for stiff stochastic differential equations ⋮ Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay ⋮ A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control ⋮ Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients ⋮ On stability of solutions of stochastic delay differential equations

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