Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay

DOI10.1016/J.AMC.2009.10.037MaRDI QIDQ846446zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

delaynumerical examples\(M\)-matrixexponentially mean-square stabilityEuler-Maruyama methodimpulsive stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 3760340 (Why is no real title available?)
• scientific article; zbMATH DE number 45101 (Why is no real title available?)
• scientific article; zbMATH DE number 194139 (Why is no real title available?)
• A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations
• A note on the LaSalle-type theorems for stochastic differential delay equations
• Algorithmic analysis of Euler scheme for a class of stochastic differential equations with jumps
• Exponential \(p\)-stability of impulsive stochastic differential equations with delays
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
• Lyapunov-Razumikhin method for impulsive functional differential equations and applications to the population dynamics
• MS-stability of the Euler--Maruyama method for stochastic differential delay equations
• Mean square stability analysis of impulsive stochastic differential equations with delays
• Mean-Square and Asymptotic Stability of the Stochastic Theta Method
• On stability of perturbed impulsive differential systems
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Stability of Runge-Kutta methods in the numerical solution of linear impulsive differential equations
• Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
• \(p\)-Moment stability of stochastic differential equations with impulsive jump and Markovian switching
• \(p\)-moment stability of stochastic differential equations with jumps

Cited in

(14)

• Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations
• Stability of impulsive stochastic differential delay systems and its application to impulsive stochastic neural networks
• Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise
• Finite-time stability and instability of nonlinear impulsive systems
• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
• T-stability of numerical solutions for linear stochastic differential equations with delay
• Convergence and stability of impulsive stochastic differential equations
• Some stabilities of stochastic differential equations with delay in the G-framework and Euler-Maruyama method
• Existence of weak solutions for stochastic nonlinear impulsive systems
• Convergence and stability of Euler method for impulsive stochastic delay differential equations
• Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations
• Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay
• Exponential contraction in impulsive stochastic differential equations: analysis of exact and numerical solutions

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