scientific article; zbMATH DE number 7485190

zbMath1499.65026MaRDI QIDQ5862235

Minghui Song, Ming-Zhu Liu, Gui-Hua Zhao

Publication date: 7 March 2022

Full work available at URL: https://www.global-sci.org/intro/article_detail/ijnam/790.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

convergenceexponential stabilityLipschitz conditionPoisson jumpsemi-implicit Euler method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods ⋮ Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients ⋮ Stability of exponential Euler method for stochastic systems under Poisson white noise excitations

Cites Work

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