Exponential stability of -EM method for nonlinear stochastic Volterra integro-differential equations

DOI10.1016/J.APNUM.2021.10.012MaRDI QIDQ2058403zbMATH OpenOpenAlexWikidataFDO

Authors Guangqiang Lan, Mei Zhao, Siyuan Qi

Publication date 9 December 2021

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2021.10.012

zbMATH Keywords

almost sure exponential stabilityEM methodmean square exponential stabilitystochastic Volterra integro-differential equations

Mathematics Subject Classification ID

Volterra integral equations (45D05) Integro-ordinary differential equations (45J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for integral equations (65R20)

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Cites work

• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations
• Asymptotic stability analysis of a stochastic Volterra integro-differential equation with fading memory
• Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
• Mean square stability of stochastic Volterra integro-differential equations
• Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
• Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations
• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations

Cited in

(7)

• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations
• Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations
• Triangular function method is adopted to solve nonlinear stochastic Itô-Volterra integral equations
• Well-posedness, regularity of solutions and the -Euler-Maruyama scheme for stochastic Volterra integral equations with general singular kernels and jumps
• Convergence of the -Euler-Maruyama method for a class of stochastic Volterra integro-differential equations
• Split-step integrator for generalized stochastic Volterra integro-differential equations
• Convergence and stability of the split-step theta method for a class of stochastic Volterra integro-differential equations driven by Lévy noise

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