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

DOI10.1016/J.JMAA.2017.10.002zbMath1382.65018OpenAlexW2761067484WikidataQ115570325 ScholiaQ115570325MaRDI QIDQ1688846

Ping Guo, Chong-Jun Li

Publication date: 11 January 2018

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.10.002

zbMATH Keywords

almost sure exponential stabilitybackward Euler-Maruyama methodEuler-Maruyama methodKhasminskii-type conditiondiscrete semimartingale convergence theorem

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 (10)

Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay ⋮ The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay ⋮ Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations ⋮ Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model ⋮ Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model ⋮ Stability of numerical solutions for the stochastic pantograph differential equations with variable step size ⋮ Razumikhin-type technique on stability of exact and numerical solutions for the nonlinear stochastic pantograph differential equations ⋮ Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations ⋮ The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise

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