Stability Analysis of the Split-Step Theta Method for Nonlinear Regime-Switching Jump Systems

DOI10.4208/jcm.1910-m2019-0078zbMath1474.65193OpenAlexW3109726689MaRDI QIDQ4995824

Guangjie Li, Qi-Gui Yang

Publication date: 1 July 2021

Published in: Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4208/jcm.1910-m2019-0078

zbMATH Keywords

split-step theta methodneutral stochastic delay differential equationsexponential mean-square stabilityMarkov switching and jumps

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for functional-differential equations (65L03)

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