Stability of exponential Euler method for stochastic systems under Poisson white noise excitations
DOI10.1007/S10773-014-2177-7zbMATH Open1310.34106OpenAlexW2071550184MaRDI QIDQ487453FDOQ487453
Authors: Longsuo 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
Recommendations
- Exponential stability of stochastic systems with delay and Poisson jumps
- Exponential mean square stability of numerical methods for systems of stochastic differential equations
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
- Exponential stability of neutral stochastic delay differential equations with Poisson jumps
- scientific article; zbMATH DE number 7366853
Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) White noise theory (60H40)
Cites Work
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Numerical methods for nonlinear stochastic differential equations with jumps
- Title not available (Why is that?)
- The semi-implicit Euler method for stochastic differential delay equation with jumps
- Title not available (Why is that?)
- Approximation of jump diffusions in finance and economics
- Compensated stochastic theta methods for stochastic differential equations with jumps
- Convergence of numerical solutions to stochastic delay differential equations with jumps
- Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation
- Title not available (Why is that?)
Cited In (2)
This page was built for publication: Stability of exponential Euler method for stochastic systems under Poisson white noise excitations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q487453)
