Convergence and mean-square stability of exponential Euler method for semi-linear stochastic delay integro-differential equations

DOI10.4208/JCM.2010-M2019-0200OpenAlexW4206363246WikidataQ115210961 ScholiaQ115210961MaRDI QIDQ5079548FDOQ5079548

Authors: Haiyan Yuan 

Publication date: 27 May 2022

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

Full work available at URL: https://doi.org/10.4208/jcm.2010-m2019-0200

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• scientific article; zbMATH DE number 5846427

zbMATH Keywords

mean-square exponential stabilitytrapezoidal ruleexponential Euler methodsemi-linear stochastic delay integro-differential equation

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Cites Work

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Cited In (10)

• Convergence and stability of Euler method for impulsive stochastic delay differential equations
• Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations
• Title not available (Why is that?)
• Title not available (Why is that?)
• Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations
• The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations
• Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
• Convergence and stability of exponential Euler method for linear stochastic differential equations with variable delay
• Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations
• Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump

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