Mean-square stability of two classes of -methods for neutral stochastic delay integro-differential equations
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Publication:2005996
mean-square exponential stabilitystochastic delay integro-differential equationsstochastic SLT and SST methods
Fractional partial differential equations (35R11) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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- scientific article; zbMATH DE number 7235334
Cites work
- Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
- Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
- Exponential mean-square stability of the -method for neutral stochastic delay differential equations with jumps
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- Mean square stability of two classes of theta method for neutral stochastic differential delay equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability
- Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
Cited in
(15)- Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations
- Stochastic stabilization of Markovian jump neutral systems with fractional Brownian motion and quantized controller
- General decay stability of backward Euler-Maruyama method for nonlinear stochastic integro-differential equations
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
- Mean square stability of two classes of theta method for neutral stochastic differential delay equations
- Stability of the stochastic theta method for nonlinear neutral stochastic delay differential equations
- Stability of stochastic -methods for stochastic delay integro-differential equations
- Mean square convergence of stochastic -methods for nonlinear neutral stochastic differential delay equations
- Mean Square Stability and Dissipativity of Split-Step Theta Method for Nonlinear Neutral Stochastic Delay Differential Equations with Poisson Jumps
- scientific article; zbMATH DE number 7235334 (Why is no real title available?)
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments
- An explicit approximation for super-linear stochastic functional differential equations
- Stability analysis of split-step -Milstein scheme for stochastic delay integro-differential equations
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