Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations

DOI10.1007/s12190-011-0510-3zbMath1296.60179OpenAlexW2008414375MaRDI QIDQ2511052

Qiyong Li, Si-qing Gan

Publication date: 5 August 2014

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

Full work available at URL: https://doi.org/10.1007/s12190-011-0510-3

zbMATH Keywords

mean-square stabilitystochastic delay integro-differential equationtheta 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)

Related Items (14)

Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations ⋮ Optimal Convergence Rate of $\theta$--Maruyama Method for Stochastic Volterra Integro-Differential Equations with Riemann--Liouville Fractional Brownian Motion ⋮ Convergence and stability of balanced methods for stochastic delay integro-differential equations ⋮ Analysis of stability for stochastic delay integro-differential equations ⋮ Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations ⋮ Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation ⋮ An explicit approximation for super-linear stochastic functional differential equations ⋮ Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps ⋮ Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations ⋮ Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability ⋮ Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations ⋮ Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump ⋮ Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations ⋮ On stability of solutions of stochastic delay differential equations

Uses Software

• RODAS

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