Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations
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Cites work
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- An analysis of stability of Milstein method for stochastic differential equations with delay
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems
- Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach
- Delay-dependent robust stability and stabilization of uncertain linear delay systems: a linear matrix inequality approach
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Exponential stability in mean square of neutral stochastic differential functional equations
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- Moderate deviations for diffusions with Brownian potentials
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition
- On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term
- Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
- Stability of stochastic delay neural networks
- Stochastic delay Lotka--Volterra model
- The split-step backward Euler method for linear stochastic delay differential equations
Cited in
(15)- Delay-independent stability of Euler method for nonlinear one-dimensional diffusion equation with constant delay
- Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
- On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations
- Unconditionally positivity and boundedness preserving schemes for a FitzHugh–Nagumo equation
- Convergence and stability of the split-step -Milstein method for stochastic delay Hopfield neural networks
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
- scientific article; zbMATH DE number 7027615 (Why is no real title available?)
- Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
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