Stability of exponential Euler method for stochastic systems under Poisson white noise excitations

DOI10.1007/s10773-014-2177-7zbMath1310.34106MaRDI QIDQ487453

Long-Suo Li, Yu Zhang

Publication date: 22 January 2015

Published in: International Journal of Theoretical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10773-014-2177-7

zbMATH Keywords

quantum theory; exponential Euler method; stochastic delay differential equations; Poisson white noise

Mathematics Subject Classification ID

34K20: Stability theory of functional-differential equations

60H40: White noise theory

34K50: Stochastic functional-differential equations

Related Items

Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method

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