Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay
DOI10.1016/J.AMC.2009.10.037zbMATH Open1229.65031OpenAlexW1988120106MaRDI QIDQ846446FDOQ846446
Authors: Guihua Zhao, Minghui Song, M. Z. Liu 
Publication date: 9 February 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2009.10.037
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delaynumerical examples\(M\)-matrixexponentially mean-square stabilityEuler-Maruyama methodimpulsive stochastic differential equations
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- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- Lyapunov-Razumikhin method for impulsive functional differential equations and applications to the population dynamics
- A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations
- On stability of perturbed impulsive differential systems
- Stability of Runge-Kutta methods in the numerical solution of linear impulsive differential equations
- Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps
Cited In (11)
- T-stability of numerical solutions for linear stochastic differential equations with delay
- Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach
- Convergence and stability of Euler method for impulsive stochastic delay differential equations
- Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay
- Stability of impulsive stochastic differential delay systems and its application to impulsive stochastic neural networks
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
- Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
- Finite-Time Stability and Instability of Nonlinear Impulsive Systems
- Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations
- Existence of weak solutions for stochastic nonlinear impulsive systems
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