The Euler scheme for random impulsive differential equations

DOI10.1016/J.AMC.2007.02.073MaRDI QIDQ990414zbMATH OpenOpenAlexFDO

Authors Shujin Wu

Publication date 1 September 2010

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2007.02.073

zbMATH Keywords

continuous dependence on initial valueconvergencedifferential equationEuler schemerandom impulse

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• Boundedness of nonlinear differential systems with impulsive effect on random moments
• Dependence upon initial conditions and parameter of solutions of impulsive differential equations with variable structure
• Ergodicity of dissipative differential equations subject to random impulses
• Exponential stability of functional differential systems with impulsive effect on random moments
• Exponential stability of the solutions of the initial value problem for systems with an impulse effect
• scientific article; zbMATH DE number 4132006 (Why is no real title available?)
• scientific article; zbMATH DE number 4036847 (Why is no real title available?)
• scientific article; zbMATH DE number 45101 (Why is no real title available?)
• scientific article; zbMATH DE number 1405267 (Why is no real title available?)
• Impulsive stabilization of nonlinear systems
• On stability of perturbed impulsive differential systems
• Oscillation, stability, and boundedness of second-order differential systems with random impulses
• Stability Analysis in Terms of Two Measures for Impulsive Differential Equations
• Stability of the zero solution of impulsive differential equations by the Lyapunov second method
• Weak discrete time approximation of stochastic differential equations with time delay

Cited in

(6)

• Randomness in a mathematical model for the transmission of respiratory syncytial virus (RSV)
• Exponential stability for differential equations with random impulses at random times
• Computing the two first probability density functions of the random Cauchy-Euler differential equation: Study about regular-singular points
• Convergence and stability of Euler method for impulsive stochastic delay differential equations
• Stability results on random impulsive control for uncertain neutral delay differential systems
• The Euler scheme and its convergence for impulsive delay differential equations

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