Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation

DOI10.3934/dcdsb.2018198zbMath1404.60086OpenAlexW2796187966MaRDI QIDQ1755929

Wei Mao, Xuerong Mao, Liangjian Hu

Publication date: 11 January 2019

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2018198

zbMATH Keywords

asymptotic stabilitystochastic differential equationsnumerical analysisMarkovian switchingasymptotic boundednessLevy jumps

Mathematics Subject Classification ID

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

Related Items (3)

Stability analysis of highly nonlinear hybrid stochastic systems with Poisson jump ⋮ Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise

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