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
Authors: Maja Obradović, M. Milosevic 
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
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almost sure exponential stabilityconvergence in probabilityMarkovian switchingneutral stochastic differential equations\(p\)-th moment stabilityEuler-Maruyama method
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- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching
- Approximate solutions of stochastic differential delay equations with Markovian switching
Cited In (38)
- 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
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- 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
- Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
- \(h\)-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
- Switching-dominated stability of numerical solutions for hybrid neutral stochastic differential delay equations
- Asymptotic behaviour analysis of hybrid neutral stochastic functional differential equations driven by Lévy noise
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