Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations
DOI10.1080/00207160.2012.672731zbMATH Open1255.65145OpenAlexW2037907289MaRDI QIDQ4903532FDOQ4903532
Publication date: 22 January 2013
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2012.672731
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numerical solutionexponential stabilitystochastic delay differential equationbackward Euler methoddelay-dependent stabilitymean square stability
Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Stability and convergence of numerical methods for ordinary differential equations (65L20)
Cites Work
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- On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term
- The split-step backward Euler method for linear stochastic delay differential equations
- An analysis of stability of Milstein method for stochastic differential equations with delay
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- Moderate deviations for diffusions with Brownian potentials
Cited In (12)
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions
- Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations
- Unconditionally positivity and boundedness preserving schemes for a FitzHugh–Nagumo equation
- Title not available (Why is that?)
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay
- Convergence and stability of the split-step \(\theta\)-Milstein method for stochastic delay Hopfield neural networks
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
- Delay-independent stability of Euler method for nonlinear one-dimensional diffusion equation with constant delay
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