On exponential mean-square stability of two-step Maruyama methods for stochastic delay differential equations

DOI10.1016/J.CAM.2012.12.026zbMATH Open1262.65010OpenAlexW2130800086MaRDI QIDQ1947501FDOQ1947501

Zhongqiang Zhang, Wanrong Cao

Publication date: 22 April 2013

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

Full work available at URL: https://doi.org/10.1016/j.cam.2012.12.026

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zbMATH Keywords

stochastic modelingexponential mean-square stabilitytwo-step Maruyama methods

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

Cited In (15)

• Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions
• Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations
• Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks
• Stability in mean for uncertain delay differential equations based on new Lipschitz conditions
• Generalized two-step Maruyama methods for stochastic differential equations
• Finite time prescribed performance control for stochastic systems with asymmetric error constraint and actuator faults
• On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
• Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
• Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay
• Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
• Two-step Maruyama schemes for nonlinear stochastic differential delay equations
• Title not available (Why is that?)
• Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
• Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations

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