Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability
DOI10.1016/J.AMC.2019.01.073zbMATH Open1429.65019OpenAlexW2915709582WikidataQ115598150 ScholiaQ115598150MaRDI QIDQ2010752FDOQ2010752
Linna Liu, Feiqi Deng, Haoyi Mo
Publication date: 27 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2019.01.073
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convergencedelayintegro-differential equationsstochastic differential equationssplit-step theta methodmean square exponential stability
Stochastic functional-differential equations (34K50) Integro-ordinary differential equations (45J05) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)
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- Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching
- Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations
- Split-step \({\theta}\)-method for stochastic delay differential equations
Cited In (12)
- On stability of neutral-type linear stochastic time-delay systems with three different delays
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation
- MEAN SQUARE CONVERGENCE AND STABILITY OF BALANCED METHODS FOR STOCHASTIC VARIABLE DELAY DIFFERENTIAL EQUATIONS
- Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations
- Mean Square Stability and Dissipativity of Split-Step Theta Method for Nonlinear Neutral Stochastic Delay Differential Equations with Poisson Jumps
- Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations
- Title not available (Why is that?)
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations
- Compensated stochastic theta methods for stochastic differential delay equations with jumps
- The improved split-step θ methods for stochastic differential equation
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