Some analytic approximations for neutral stochastic functional differential equations

DOI10.1016/j.amc.2010.09.033zbMath1208.60066OpenAlexW2059958703MaRDI QIDQ618045

Marija Krstić, Maja Vasilova, Svetlana Janković

Publication date: 14 January 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.09.033

zbMATH Keywords

approximate solutionsneutral stochastic functional differential equation\(Z\)-algorithmconvergence with probability one and in \(p\)th mean

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps, On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions, Second-order algorithm for simulating stochastic differential equations with white noises, Exponential stability of neutral stochastic functional differential equations with two-time-scale Markovian switching, Some analytic approximations for backward stochastic differential equations, Stochastic impulsive fractional differential evolution equations with infinite delay

Cites Work

• On the \(p\)th moment exponential stability criteria of neutral stochastic functional differential equations
• The rate of convergence for approximate solutions of stochastic differential equations
• Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations
• Stability of functional differential equations
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• The p-th moment exponential stability of neutral stochastic functional differential equations
• A class of functional equations of neutral type
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