Convergence and stability of impulsive stochastic differential equations

DOI10.1080/00207160.2016.1227798MaRDI QIDQ3174856zbMATH OpenOpenAlexFDO

Authors

Publication date 18 July 2018

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2016.1227798

zbMATH Keywords

simulationconvergenceexponential stabilityimpulsive stochastic differential equationstransformed-Euler method

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stochastic stability in control theory (93E15)

Recommendations

• Mean square exponential stability of impulsive stochastic difference equations
• Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations
• Stability of the Milstein method for the impulsive stochastic differential equation
• Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay
• Stability of the semi-implicit Euler method for a linear impulsive stochastic differential equation

Cites work

• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• Approximate controllability of stochastic impulsive functional systems with infinite delay
• Asymptotic stability of a class of impulsive delay differential equations
• Asymptotic stability of nonlinear impulsive stochastic differential equations
• Existence and uniqueness and stability of solutions for stochastic impulsive systems
• Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
• Exponential \(p\)-stability of impulsive stochastic differential equations with delays
• Exponential \(p\)-stability of impulsive stochastic differential equations with delays
• Exponential mean square stability of numerical methods for systems of stochastic differential equations
• Extinction and permanence of the numerical solution of a two-prey one-predator system with impulsive effect
• Numerical methods for nonlinear stochastic differential equations with jumps
• On controllability for a class of stochastic impulsive systems with delays in control
• On the asymptotic stability of systems with impulses by the direct method of Lyapunov
• Some criteria on pth moment stability of impulsive stochastic functional differential equations
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Stability of Runge-Kutta methods in the numerical solution of linear impulsive differential equations
• Stability of Solutions for Stochastic Impulsive Systems via Comparison Approach
• Stability of the analytic and numerical solutions for impulsive differential equations
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Sufficient conditions for polynomial asymptotic behaviour of the stochastic pantograph equation

Cited in

(13)

• Exponential ultimate boundedness of impulsive stochastic delay differential equations
• Mean-square exponential stability of impulsive conformable fractional stochastic differential system with application on epidemic model
• scientific article; zbMATH DE number 6612094 (Why is no real title available?)
• Finite-time stochastic stability of random impulsive positive system
• Exponential stability of non-linear neutral stochastic delay differential system with generalized delay-dependent impulsive points
• scientific article; zbMATH DE number 1524277 (Why is no real title available?)
• Exponential stability of non-linear stochastic delay differential system with generalized delay-dependent impulsive points
• Exponential stability in mean square of impulsive stochastic difference equations with continuous time
• Stability of the Milstein method for the impulsive stochastic differential equation
• Exponential contraction in impulsive stochastic differential equations: analysis of exact and numerical solutions
• Mean square exponential stability of impulsive stochastic difference equations
• Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay
• Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations

This page was built for publication: Convergence and stability of impulsive stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3174856)