Exponential stability of numerical solution to neutral stochastic functional differential equation
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Publication:669378
DOI10.1016/J.AMC.2015.05.041zbMATH Open1410.65013OpenAlexW649219429WikidataQ115361342 ScholiaQ115361342MaRDI QIDQ669378FDOQ669378
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
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neutral stochastic functional differential equationsalmost surely exponential stabilitybackward Euler-Maruyama methodpolynomial growth conditions
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
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- Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
- Numerical approximation of nonlinear neutral stochastic functional differential equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
- Stability of nonlinear neutral stochastic functional differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Razumikhin-type theorems for 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
- Stability analysis of split-step theta method for neutral stochastic delayed neural networks
- Numerical solutions of neutral stochastic functional differential equations with Markovian switching
- Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients
- 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
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