Exponential stability of numerical solution to neutral stochastic functional differential equation

DOI10.1016/J.AMC.2015.05.041MaRDI QIDQ669378zbMATH OpenOpenAlexWikidataFDO

Authors Shaobo Zhou

Publication date 15 March 2019

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

Full work available at URL https://doi.org/10.1016/j.amc.2015.05.041

zbMATH Keywords

neutral stochastic functional differential equationsalmost surely exponential stabilitybackward Euler-Maruyama methodpolynomial growth conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 44889 (Why is no real title available?)
• scientific article; zbMATH DE number 625166 (Why is no real title available?)
• Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations
• Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
• Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
• Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
• Numerical Solutions of Neutral Stochastic Functional Differential Equations
• Numerical approximation of nonlinear neutral stochastic functional differential equations
• Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
• Razumikhin-type theorems for neutral stochastic functional differential equations
• Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
• Stability of nonlinear neutral stochastic functional differential equations
• Stochastic functional differential equations with infinite delay
• Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation

Cited in

(21)

• On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
• Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
• Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
• Decay-rate-dependent conditions for exponential stability of stochastic neutral systems with Markovian jumping parameters
• Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
• Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations
• Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay
• Exponential stability of numerical solutions for neutral stochastic pantograph differential equations
• Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type
• Global exponential stability for multi-group neutral delayed systems based on Razumikhin method and graph theory
• On stability of solutions of stochastic delay differential equations
• Numerical solution to highly nonlinear neutral-type stochastic differential equation
• Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
• Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition
• Exponential stability of nonlinear neutral delay stochastic differential equation
• Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift
• Numerical solutions of neutral stochastic functional differential equations with Markovian switching
• Stability analysis of split-step theta method for neutral stochastic delayed neural networks
• Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
• Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps
• Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients

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