The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations
DOI10.1080/00207160.2012.756479zbMath1277.60115OpenAlexW2062872373MaRDI QIDQ2855769
Publication date: 22 October 2013
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2012.756479
numerical solutionbackward Euler methodalmost sure exponential stabilitymean square exponential stabilityneutral stochastic delay differential equations
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)
Related Items
Cites Work
- Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
- Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
- Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
- Asymptotic properties of neutral stochastic differential delay equations
This page was built for publication: The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations