Almost sure exponential stability of stochastic differential delay equations

DOI10.2298/FIL1903789ZMaRDI QIDQ5080689zbMATH OpenWikidataFDO

Authors

Publication date 31 May 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/FIL1903789Z

zbMATH Keywords

almost sure exponential stabilityLipschitz conditionmoment exponential stabilitystochastic theta method

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

• Almost sure asymptotic stability of drift-implicit -methods for bilinear ordinary stochastic differential equations in R^1
• Almost sure exponential stability in the numerical simulation of stochastic differential equations
• Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
• Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
• scientific article; zbMATH DE number 1099342 (Why is no real title available?)
• Numerical Solutions of Stochastic Functional Differential Equations
• Stochastic Differential Equations with Markovian Switching

Cited in

(10)

• Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations
• Almost sure exponential stability sensitive to small time delay of stochastic neutral functional differential equations
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
• Almost sure exponential stability in the numerical simulation of stochastic differential equations
• Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales
• Almost sure exponential stability of the method for SDDEs with Khasminskii-type condition
• A note on exponential almost sure stability of stochastic differential equation
• Almost sure exponential stability of stochastic differential delay equations
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations

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