Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition (Q2222182)

scientific article

Language	Label	Description	Also known as
English	Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition	scientific article

Statements

instance of

scholarly article

0 references

title

Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition (English)

0 references

0 references

0 references

Journal of Computational and Applied Mathematics

0 references

publication date

3 February 2021

0 references

zbMATH Keywords

exponential stability

0 references

stochastic functional differential equation

0 references

backward Euler scheme

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/j.cam.2020.113242

0 references

cites work

Numerical Solutions of Stochastic Functional Differential Equations

0 references

Convergence rate of numerical solutions to SFDEs with jumps

0 references

Numerical Solutions of Neutral Stochastic Functional Differential Equations

0 references

Q5429735

0 references

Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations

0 references

Introduction to the numerical analysis of stochastic delay differential equations

0 references

Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

0 references

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

0 references

Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations

0 references

Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks

0 references

Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations

0 references

Mean square stability of two classes of theta method for neutral stochastic differential delay equations

0 references

Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps

0 references

Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method

0 references

Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients

0 references

Delay-dependent stability analysis of numerical methods for stochastic delay differential equations

0 references

Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations

0 references

Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations

0 references

Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation

0 references

Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition

0 references

Identifiers

zbMATH Open document ID

1460.65009

0 references

DOI

10.1016/j.cam.2020.113242

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2222182