Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations

DOI10.1016/j.aml.2020.106544zbMath1450.65003OpenAlexW3033781536WikidataQ115360778 ScholiaQ115360778MaRDI QIDQ2005996

Shixian Luo, Linna Liu, Xue-yan Zhao, Fei Qi Deng, Xiao-Hua Liu

Publication date: 8 October 2020

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2020.106544

zbMATH Keywords

mean-square exponential stabilitystochastic delay integro-differential equationsstochastic SLT and SST methods

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Fractional partial differential equations (35R11)

Related Items (4)

Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments ⋮ An explicit approximation for super-linear stochastic functional differential equations ⋮ Stochastic stabilization of Markovian jump neutral systems with fractional Brownian motion and quantized controller ⋮ General decay stability of backward Euler-Maruyama method for nonlinear stochastic integro-differential equations

Cites Work

• Mean square stability of two classes of theta method for neutral stochastic differential delay equations
• Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
• Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
• Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability
• Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
• Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
• Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
• Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps
• Numerical Solutions of Neutral Stochastic Functional Differential Equations

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