Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients

DOI10.1016/j.amc.2018.08.037zbMath1428.60083OpenAlexW2892280020WikidataQ115598165 ScholiaQ115598165MaRDI QIDQ2007787

Minghui Song, Huizi Yang, Ming-Zhu Liu

Publication date: 22 November 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2018.08.037

zbMATH Keywords

strong convergenceexponential stabilitysplit-step \(\theta \)-methodstochastic differential equations with piecewise continuous arguments (SEPCA)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic stability in control theory (93E15)

Related Items

The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition ⋮ Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments ⋮ Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments ⋮ CONVERGENCE AND STABILITY OF GALERKIN FINITE ELEMENT METHOD FOR HYPERBOLIC PARTIAL DIFFERENTIAL EQUATION WITH PIECEWISE CONTINUOUS ARGUMENTS OF ADVANCED TYPE

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