Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by G-Brownian motion

DOI10.1007/S40314-018-0581-YMaRDI QIDQ1993418zbMATHOpenAlexFDO

Authors Guangjie Li, Qi-Gui Yang

Publication date 5 November 2018

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

Full work available at URL https://doi.org/10.1007/s40314-018-0581-y

zbMATH Keywords

convergence\(G\)-Brownian motionstochastic theta methodasymptotic mean-square stabilityneutral stochastic delay differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stability and convergence of numerical methods for ordinary differential equations (65L20)

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Cites work

• scientific article; zbMATH DE number 1016795 (Why is no real title available?)
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• Almost sure exponential stability in the numerical simulation of stochastic differential equations
• Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
• An explicit Euler scheme with strong rate of convergence for financial SDEs with non-Lipschitz coefficients
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• Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
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• Stepanov-like doubly weighted pseudo almost automorphic processes and its application to Sobolev-type stochastic differential equations driven by \(G\)-Brownian motion
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Cited in

(7)

• \(p\)-distribution almost periodic solutions of semi-linear stochastic differential equations with \(G\)-Brownian motion
• On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion
• Pathwise convergence under Knightian uncertainty
• Some properties of numerical solutions for semilinear stochastic delay differential equations driven by G-Brownian motion
• Convergence of the Euler-Maruyama method for stochastic differential equations driven by \(G\)-Brownian motion
• \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
• Boundedness analysis of neutral stochastic systems driven by \(G\)-Brownian motion

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