Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps
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Cites work
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic 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
- Asymptotic properties of neutral stochastic differential delay equations
- Compensated stochastic theta methods for stochastic differential delay equations with jumps
- 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 convergence of stochastic \(\theta\)-methods for nonlinear neutral stochastic differential delay equations
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion
- Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
- Mean-square stability of the Euler-Maruyama method for stochastic differential delay equations with jumps
- New results on delay-dependent stability analysis for neutral stochastic delay systems
- 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 stability of neutral stochastic delay differential equations with Poisson jumps by fixed points
Cited in
(11)- On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
- Mean-square stability of the Euler-Maruyama method for stochastic differential delay equations with jumps
- Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations
- scientific article; zbMATH DE number 7027615 (Why is no real title available?)
- scientific article; zbMATH DE number 5846443 (Why is no real title available?)
- Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method
- Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion
- The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations
- The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps
- Exponential mean-square stability of the \(\theta\)-method for neutral stochastic delay differential equations with jumps
- Stability analysis of split-step theta method for neutral stochastic delayed neural networks
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