The split-step \(\theta \)-methods for stochastic delay Hopfield neural networks
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Publication:693457
DOI10.1016/j.apm.2011.10.020zbMath1252.65122MaRDI QIDQ693457
Publication date: 7 December 2012
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apm.2011.10.020
numerical solutions; mean-square stability; split-step \(\theta \)-methods; stochastic delay Hopfield neural networks
65L06: Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations
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Cites Work
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
- 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
- Exponential stability of stochastic delayed Hopfield neural networks
- Mean square exponential stability of stochastic delayed Hopfield neural networks
- Exponential stability of numerical solutions to stochastic delay Hopfield neural networks
- Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations
- Almost sure exponential stability of neutral stochastic differential difference equations
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations