On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations

DOI10.1155/2016/7397941zbMath1377.65008OpenAlexW2485771410WikidataQ59123635 ScholiaQ59123635MaRDI QIDQ1677662

Haiyan Yuan, Cheng Song, Ji-Hong Shen

Publication date: 13 November 2017

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2016/7397941

zbMATH Keywords

split-step theta methodmean square asymptotic stabilitynonlinear neutral stochastic delay differential equationsmean square dissipativity

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Numerical solution of stochastic state-dependent delay differential equations: convergence and stability ⋮ Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps

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