A note on almost sure exponential stability of -Euler-Maruyama approximation for neutral stochastic differential equations with time-dependent delay when (12, 1)
From MaRDI portal
Publication:6983012
Cites work
- 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 \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions
- Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
- Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
- An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
- An approximate method via Taylor series for stochastic functional differential equations
- Asymptotic properties of neutral stochastic differential delay equations
- Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients
- Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- scientific article; zbMATH DE number 1232374 (Why is no real title available?)
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay
- Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- Neutral stochastic functional differential equations with additive perturbations
- New criteria on exponential stability of neutral stochastic differential delay equations
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
- Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
- Stability of nonlinear neutral stochastic functional differential equations
- Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation
- Strong convergence of the split-step theta method for neutral stochastic delay differential equations
This page was built for publication: A note on almost sure exponential stability of \(\theta\)-Euler-Maruyama approximation for neutral stochastic differential equations with time-dependent delay when \(\theta \in (\frac{1}{2}, 1)\)
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6983012)
