Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation (Q5031318)

scientific article; zbMATH DE number 7476646

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English	Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation	scientific article; zbMATH DE number 7476646

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instance of

scholarly article

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title

Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation (English)

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International Journal of Computer Mathematics

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publication date

18 February 2022

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zbMATH Keywords

almost sure exponential stability

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nonlinear

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stochastic functional differential equation

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semi-Euler scheme

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/00207160.2020.1809655

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cites work

Q5429735

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Numerical Solutions of Neutral Stochastic Functional Differential Equations

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Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions

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

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Introduction to the numerical analysis of stochastic delay differential equations

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

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

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

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

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

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

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

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

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Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments

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

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The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization

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The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments

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Mean-Square and Asymptotic Stability of the Stochastic Theta Method

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Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

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Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

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Almost Sure Exponential Stability of Stochastic Differential Delay Equations

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Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method

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Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation

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Delay dependent stability of highly nonlinear hybrid stochastic systems

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Stability of highly nonlinear neutral stochastic differential delay equations

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The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition

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

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Identifiers

zbMATH Open document ID

1480.65018

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DOI

10.1080/00207160.2020.1809655

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5031318