Exponential mean-square stability of the -method for neutral stochastic delay differential equations with jumps
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Cites work
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
- Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations
- Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations
- Compensated stochastic theta methods for stochastic differential delay equations with jumps
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
- Dynamic systems with Poisson white noise
- Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps
- Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
- Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion
- Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
- Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
- New results on delay-dependent stability analysis for neutral stochastic delay systems
- Numerical methods for nonlinear stochastic differential equations with jumps
- On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
- Split-step \({\theta}\)-method for stochastic delay differential equations
- Stochastic differential delay equations with jumps, under nonlinear growth condition
- The semi-implicit Euler method for stochastic differential delay equation with jumps
- The stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
Cited in
(17)- On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
- Mean-square stability of the Euler-Maruyama method for stochastic differential delay equations with jumps
- Exponential mean square stability of numerical methods for systems of stochastic differential equations
- Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations
- Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme
- Exponential stability analysis in mean square for a class of stochastic delay differential equations
- Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
- Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
- Mean Square Stability and Dissipativity of Split-Step Theta Method for Nonlinear Neutral Stochastic Delay Differential Equations with Poisson Jumps
- Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps
- scientific article; zbMATH DE number 7235334 (Why is no real title available?)
- Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump
- Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation
- Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps
- Stability of delay differential systems under impulsive control suffered by logic choice
- Moment exponential stability of the \(\theta\)-method for stochastic differential equations with monotone-type conditions
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