Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
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Publication:273262
DOI10.1016/J.AMC.2014.03.010zbMATH Open1334.65020OpenAlexW2034538808WikidataQ115361458 ScholiaQ115361458MaRDI QIDQ273262FDOQ273262
Songfa Xie, Shaobo Zhou, Zheng Fang
Publication date: 21 April 2016
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2014.03.010
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almost sure exponential stabilitybackward Euler-Maruyama methodpolynomial growth conditionssemi-martingale convergence theoremstochastic functional differential equations
Cites Work
- Positive solution and its asymptotic behaviour of stochastic functional Kolmogorov-type system
- Stochastic Kolmogorov-type population dynamics with infinite distributed delays
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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
- Numerical approximation of nonlinear neutral stochastic functional differential equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Ultimate boundedness of stochastic functional Kolmogorov-type systems
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- Numerical Solutions of Stochastic Functional Differential Equations
- Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
- Stability of nonlinear neutral stochastic functional differential equations
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
- Stochastic Kolmogorov-type system with infinite delay
- 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)
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
- Divergence of the backward Euler method for ordinary stochastic differential equations
- Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching
- Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations
- Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations
- An explicit approximation for super-linear stochastic functional differential equations
- Almost surely exponential stability of numerical solutions for stochastic pantograph equations
- Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition
- 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
- Delay-dependent stability of non-linear hybrid stochastic functional differential equations
- Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
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