Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations

DOI10.1016/J.CHAOS.2019.109499MaRDI QIDQ2124262zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

almost sure exponential stabilityMilstein methodbackward Milstein method

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

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Cited in

(9)

• Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments
• Impulsive effect on fixed-time control for distributed delay uncertain static neural networks with leakage delay
• scientific article; zbMATH DE number 5584876 (Why is no real title available?)
• 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

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