Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by G-Brownian motion
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Publication:1993418
DOI10.1007/S40314-018-0581-YzbMATH Open1403.65033OpenAlexW2784730055MaRDI QIDQ1993418FDOQ1993418
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
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convergence\(G\)-Brownian motionstochastic theta methodasymptotic mean-square stabilityneutral stochastic delay differential equations
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Cited In (6)
- \(p\)-distribution almost periodic solutions of semi-linear stochastic differential equations with \(G\)-Brownian motion
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- Convergence of the Euler-Maruyama method for stochastic differential equations driven by \(G\)-Brownian motion
- Boundedness analysis of neutral stochastic systems driven by \(G\)-Brownian motion
- On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion
- Pathwise convergence under Knightian uncertainty
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