Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps

DOI10.1002/mma.4098zbMath1360.60113OpenAlexW2490957535MaRDI QIDQ2977959

Haoyi Mo, Xue-yan Zhao, Fei Qi Deng

Publication date: 20 April 2017

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.4098

zbMATH Keywords

comparison principlemean-square stabilitybackward Euler-Maruyama methodBarbalat's lemmaneutral stochastic delay differential equations with jumps

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (4)

Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations ⋮ The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps ⋮ On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay ⋮ Stability analysis of split-step theta method for neutral stochastic delayed neural networks

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