Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition
DOI10.1016/J.AMC.2018.02.031zbMATH Open1427.60108OpenAlexW2790398653WikidataQ115361268 ScholiaQ115361268MaRDI QIDQ2323481FDOQ2323481
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
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almost sure exponential stabilitybackward Euler-Maruyama methodsemi-martingale convergence theorempolynomial growth conditionstochastic functional differential equation
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)
Cites Work
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- Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
- Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
Cited In (12)
- Solution to PSPACE-complete problem using P systems with active membranes with time-freeness
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- 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
- Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations
- 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 semi-Euler numerical scheme for nonlinear stochastic functional differential equation
- Stability analysis of split-step theta method for neutral stochastic delayed neural networks
- Exponential stability of numerical solution to neutral stochastic functional differential equation
- Minimal thinness with respect to the Schrödinger operator and its applications on singular Schrödinger-type boundary value problems
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