Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
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Publication:313609
DOI10.1016/J.CAM.2016.06.038zbMATH Open1351.60074OpenAlexW2465809216MaRDI QIDQ313609FDOQ313609
Publication date: 12 September 2016
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.06.038
almost sure exponential stabilityconvergence in probabilityMarkovian switchingneutral stochastic differential equations\(p\)-th moment stabilityEuler-Maruyama method
Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cited In (35)
- Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay
- On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
- Exponential stability of highly nonlinear neutral pantograph stochastic differential equations
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
- 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
- Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching
- Exponential stability of highly nonlinear hybrid NSDEs with multiple time-dependent delays and different structures and the Euler-Maruyama method
- General decay asymptotic stability of neutral stochastic differential delayed equations with Markov switching
- Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays
- Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
- Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching
- Stability of highly nonlinear neutral stochastic differential delay equations
- Discrete-time control for highly nonlinear neutral stochastic delay systems
- Stability of hybrid pantograph stochastic functional differential equations
- Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type
- A note on the general stabilization of discrete feedback control for non-autonomous hybrid neutral stochastic systems with a delay
- Partial practical exponential stability of neutral stochastic functional differential equations with Markovian switching
- \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching
- Exponential stability for nonlinear hybrid stochastic systems with time varying delays of neutral type
- \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise
- New Lyapunov-Krasovskii functional for mixed-delay-dependent stability of uncertain linear neutral systems
- Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations
- Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay
- Numerical solution to highly nonlinear neutral-type stochastic differential equation
- Asymptotic behavior analysis of Markovian switching neutral-type stochastic time-delay systems
- Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations
- Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay
- Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation
- Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions
- Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps
- Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching
- Stabilization analysis of Markovian asynchronous switched systems with input delay and Lévy noise
- Stability of a class of hybrid neutral stochastic differential equations with unbounded delay
- Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise
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