ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS

DOI10.1142/S0219493705001341zbMath1081.65012MaRDI QIDQ5694405

Evelyn Buckwar, Christopher T. H. Baker

Publication date: 30 September 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

exponential stability; numerical examples; Euler schemes; stochastic differential delay equations; discrete time approximation

Mathematics Subject Classification ID

34K20: Stability theory of functional-differential equations

34K50: Stochastic functional-differential equations

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

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

Stability of analytical and numerical solutions for nonlinear stochastic delay differential equations with jumps, Development and application of Halanay-type theory: Evolutionary differential and difference equations with time lag, Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

Cites Work

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