Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations
DOI10.1016/J.CHAOS.2019.109499zbMATH Open1495.34110OpenAlexW2983590853WikidataQ115579642 ScholiaQ115579642MaRDI QIDQ2124262FDOQ2124262
Authors: Rong Hu 
Publication date: 8 April 2022
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2019.109499
Stochastic functional-differential equations (34K50) Numerical investigation of stability of solutions to ordinary differential equations (65L07)
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Cited In (9)
- Impulsive effect on fixed-time control for distributed delay uncertain static neural networks with leakage delay
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- Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations
- Stochastic delay differential equations: analysis and simulation studies
- Event-triggered stabilisation for stochastic delayed differential systems with exogenous disturbances
- Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence
- Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps
- Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments
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