Stability of SST method for stochastic delay differential equations

DOI10.13482/J.ISSN1001-7011.2014.01.203MaRDI QIDQ5499357zbMATH OpenFDO

Authors Zhantao Tang, Huan Su, Xiaohua Ding

Publication date 11 February 2015

Full work available at URL https://doi.org/10.13482/J.ISSN1001-7011.2014.01.203

zbMATH Keywords

almost sure exponential stabilitystochastic delay differential equationsstochastic split-step theta method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(1)

• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations

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