Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
DOI10.1016/J.CAM.2018.10.029zbMath1503.65024OpenAlexW2899319539MaRDI QIDQ1713194
Publication date: 24 January 2019
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2018.10.029
strong convergenceexponential stabilitypolynomial growth conditionbackward Euler-Maruyama methodneutral-type stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (3)
Cites Work
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
- \(H_\infty \) filtering for linear neutral systems with mixed time-varying delays and nonlinear perturbations
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
- Exponential stability of numerical solution to neutral stochastic functional differential equation
- Positive solution and its asymptotic behaviour of stochastic functional Kolmogorov-type system
- Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation
- Stochastic Kolmogorov-type population dynamics with infinite distributed delays
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
- Stochastic functional differential equations with infinite delay
- Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
- Almost surely exponential stability of numerical solutions for stochastic pantograph equations
- Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching
- Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
- Robustness of hybrid neutral differential systems perturbed by noise
- Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth
- Numerical approximation of nonlinear neutral stochastic functional differential equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Unnamed Item
This page was built for publication: Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
