Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition

DOI10.1016/J.AMC.2018.02.031MaRDI QIDQ2323481zbMATH OpenOpenAlexWikidataFDO

Authors Linna Liu, Ting Hou, Feiqi Deng

Publication date 2 September 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2018.02.031

zbMATH Keywords

almost sure exponential stabilitybackward Euler-Maruyama methodsemi-martingale convergence theorempolynomial growth conditionstochastic functional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for functional-differential equations (65L03)

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Cites work

• scientific article; zbMATH DE number 44889 (Why is no real title available?)
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations
• Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
• Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
• Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
• Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations
• Mean-Square and Asymptotic Stability of the Stochastic Theta Method
• Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
• Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
• Stochastic differential equations and applications.

Cited in

(12)

• Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay
• Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients
• Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
• Solution to PSPACE-complete problem using P systems with active membranes with time-freeness
• Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations
• Stability analysis of split-step theta method for neutral stochastic delayed neural networks
• Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation
• Exponential stability of numerical solution to neutral stochastic functional differential equation
• Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
• Minimal thinness with respect to the Schrödinger operator and its applications on singular Schrödinger-type boundary value problems
• The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
• Mean square stability for controlled hybrid neutral stochastic differential equations with infinite delay

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