The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation

DOI10.1155/2014/621359zbMath1474.65012OpenAlexW1987540658WikidataQ59040049 ScholiaQ59040049MaRDI QIDQ1724553

Qian Guo, Xueyin Tao

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/621359

Mathematics Subject Classification ID

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

Cites Work

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• Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
• Stability Analysis of Numerical Schemes for Stochastic Differential Equations
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

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