Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations

DOI10.1016/j.cam.2013.03.038zbMath1291.65020OpenAlexW2039261336MaRDI QIDQ2252811

Cheng-Ming Huang

Publication date: 23 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.03.038

zbMATH Keywords

exponential stabilitydissipativitymean square stabilitystochastic delay differential equationstheta method

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• RODAS

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