Stability of the stochastic -method for super-linear stochastic differential equations with unbounded delay

DOI10.4208/JCM.1808-M2018-0005MaRDI QIDQ5209470zbMATH OpenOpenAlexFDO

Authors Lin Chen

Publication date 22 January 2020

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

Full work available at URL https://semanticscholar.org/paper/00b53a44b8a4c666d0d723c26b68cc9fb33adc96

zbMATH Keywords

monotone conditionunbounded delaypolynomial conditionstochastic \(\theta\)-methoddecay stability

Mathematics Subject Classification ID

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

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Cited in

(4)

• The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition
• The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients
• Stability of stochastic differential equations with unbounded delay
• \(T\)-stability of the \(\theta\)-method for a stochastic pantograph differential equation

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