Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
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Publication:4923217
DOI10.1515/ROSE.2011.010zbMATH Open1276.60063OpenAlexW2028159714MaRDI QIDQ4923217FDOQ4923217
Authors: Fuke Wu, Xuerong Mao, Peter E. Kloeden 
Publication date: 6 June 2013
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/rose.2011.010
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Cites Work
- A note on the LaSalle-type theorems for stochastic differential delay equations
- Numerical solutions of stochastic differential equations -- implementation and stability issues
- Introduction to the numerical analysis of stochastic delay differential equations
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- Stochastic versions of the LaSalle theorem
- LaSalle-type theorems for stochastic differential delay equations
- Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)
- The improved LaSalle-type theorems for stochastic functional differential equations
- On delay-dependent stability for vector nonlinear stochastic delay-difference equations with Volterra diffusion term
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- Preservation of probabilistic laws through Euler methods for ornstein-uhlenbeck process
- Almost sure stability of some stochastic dynamical systems with memory
- Approximate solutions for a class of stochastic evolution equations with variable delays. II
Cited In (22)
- Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
- The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation
- On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations
- Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
- An explicit approximation for super-linear stochastic functional differential equations
- Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations
- On stability of solutions of stochastic delay differential equations
- Numerical solution of stochastic state-dependent delay differential equations: convergence and stability
- Hybrid stochastic functional differential equations with infinite delay: approximations and numerics
- Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
- Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition
- Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
- Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation
- Exponential stability of numerical solution to neutral stochastic functional differential equation
- Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
- The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term *
- Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments
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