Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps
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Publication:2974196
DOI10.1080/00207721.2016.1186245zbMath1358.93182WikidataQ115552224 ScholiaQ115552224MaRDI QIDQ2974196
Haoyi Mo, Fei Qi Deng, Xue-yan Zhao
Publication date: 6 April 2017
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2016.1186245
exponential mean-square stability; stochastic \(\theta\)-method; neutral stochastic delay differential equations with jumps
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
93D20: Asymptotic stability in control theory
93E15: Stochastic stability in control theory
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