Stability of nonlinear neutral stochastic functional differential equations
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Cites work
- scientific article; zbMATH DE number 625166 (Why is no real title available?)
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- A note on the LaSalle-type theorems for stochastic differential delay equations
- General decay stability for stochastic functional differential equations with infinite delay
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Razumikhin-type theorems for neutral stochastic functional differential equations
- Razumikhin-type theorems on exponential stability of stochastic functional differential equations
- Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
- Stability of regime-switching stochastic differential equations
- Stochastic functional differential equations with infinite delay
- The LaSalle-type theorems for stochastic functional differential equations
- The improved LaSalle-type theorems for stochastic functional differential equations
Cited in
(21)- Stability of nonlinear stochastic differential systems of neutral type.
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- Numerical approximation of nonlinear neutral stochastic functional differential equations
- Stochastic invariance for neutral functional differential equation with non-Lipschitz coefficients
- A generalization of Itô's formula and the stability of stochastic Volterra integral equations
- Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- scientific article; zbMATH DE number 1016795 (Why is no real title available?)
- Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay
- scientific article; zbMATH DE number 6280557 (Why is no real title available?)
- scientific article; zbMATH DE number 7234456 (Why is no real title available?)
- 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
- Khasminskii-type theorems for neutral stochastic functional differential equations
- Stability in distribution of neutral stochastic functional differential equations
- An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion
- Exponential stability of numerical solution to neutral stochastic functional differential equation
- Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
- The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
- Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
- Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations
- Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
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