Convergence and stability of the one-leg method for stochastic differential equations with piecewise continuous arguments

DOI10.2298/FIL1903945LzbMATH Open1499.65017MaRDI QIDQ5080702FDOQ5080702

Authors: Yulan Lu, Minghui Song, M. Z. Liu 

Publication date: 31 May 2022

Published in: Filomat (Search for Journal in Brave)

Recommendations

• Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments
• Stability of \(\theta \)-methods for stochastic differential equations with piecewise continuous arguments
• Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
• Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
• Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments

zbMATH Keywords

almost sure exponential stability\(p\)th moment exponential stabilitystochastic differential equations with piecewise continuous argumentsone-leg \(\theta\) method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) 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

• Stability of differential equations with piecewise constant arguments of generalized type
• Numerical stability and oscillation of the Runge-Kutta methods for the differential equations with piecewise continuous arguments alternately of retarded and advanced type
• Title not available (Why is that?)
• Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations
• Convergence of the Euler method of stochastic differential equations with piecewise continuous arguments
• Title not available (Why is that?)
• Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
• Stability of Runge--Kutta methods in the numerical solution of equation \(u'(t)=au(t)+a_{0}u([t])\).
• The improved linear multistep methods for differential equations with piecewise continuous arguments
• Existence and exponential stability of solutions for stochastic cellular neural networks with piecewise constant argument
• Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions
• Almost sure exponential stability in the numerical simulation of stochastic differential equations
• The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments

Cited In (10)

• Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods
• Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure
• Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
• A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments
• Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments
• The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition
• Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments
• Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments
• Stability of \(\theta \)-methods for stochastic differential equations with piecewise continuous arguments
• Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments

This page was built for publication: Convergence and stability of the one-leg \(\theta\) method for stochastic differential equations with piecewise continuous arguments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5080702)