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Stability Analysis of the Split-Step Theta Method for Nonlinear Regime-Switching Jump Systems - MaRDI portal

Stability Analysis of the Split-Step Theta Method for Nonlinear Regime-Switching Jump Systems (Q4995824)

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scientific article; zbMATH DE number 7366093
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Stability Analysis of the Split-Step Theta Method for Nonlinear Regime-Switching Jump Systems
scientific article; zbMATH DE number 7366093

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    Stability Analysis of the Split-Step Theta Method for Nonlinear Regime-Switching Jump Systems (English)
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    1 July 2021
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    exponential mean-square stability
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    neutral stochastic delay differential equations
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    split-step theta method
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    Markov switching and jumps
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