T-stability of the split-step -methods for linear stochastic delay integro-differential equations

DOI10.1016/J.NAHS.2011.05.003zbMATH Open1267.65005OpenAlexW2044325913MaRDI QIDQ644164FDOQ644164

Authors: A. Rathinasamy, Krishnan Balachandran 

Publication date: 3 November 2011

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2011.05.003

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zbMATH Keywords

\(T\)-stabilitySplit-step backward Euler methodsplit-step forward Euler methodstochastic delay integro-differential equations

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Numerical solutions of stochastic differential equations -- implementation and stability issues
• Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
• Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
• Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
• Title not available (Why is that?)
• Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
• Mean square stability of semi-implicit Euler method for linear stochastic differential equations with multiple delays and Markovian switching
• Title not available (Why is that?)
• The composite Euler method for stiff stochastic differential equations
• MS-stability of the Euler--Maruyama method for stochastic differential delay equations
• The split-step backward Euler method for linear stochastic delay differential equations
• Exponential stability of numerical solutions to stochastic delay Hopfield neural networks
• An analysis of stability of Milstein method for stochastic differential equations with delay
• Numerical analysis for stochastic age-dependent population equations with Poisson jump and phase semi-Markovian switching
• Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching
• Split-step forward methods for stochastic differential equations
• Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations
• T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise

Cited In (11)

• Finite-time annular domain stability and stabilisation of Itô-type stochastic time-varying systems with Wiener and Poisson noises
• Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability
• Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation
• Analysis of stability for stochastic delay integro-differential equations
• T-stability of the Heun method and balanced method for solving stochastic differential delay equations
• Exponential stability and numerical methods of stochastic recurrent neural networks with delays
• Improving split-step forward methods by ODE solver for stiff stochastic differential equations
• T-stability of split-step backward Euler method for stochastic delay differential equations
• Title not available (Why is that?)
• General decay stability of backward Euler-Maruyama method for nonlinear stochastic integro-differential equations
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion

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