Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability

DOI10.1016/J.AMC.2019.01.073zbMath1429.65019OpenAlexW2915709582WikidataQ115598150 ScholiaQ115598150MaRDI QIDQ2010752

Linna Liu, Haoyi Mo, Fei Qi Deng

Publication date: 27 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.2019.01.073

zbMATH Keywords

convergenceintegro-differential equationsdelaystochastic differential equationssplit-step theta methodmean square exponential stability

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Related Items (5)

MEAN SQUARE CONVERGENCE AND STABILITY OF BALANCED METHODS FOR STOCHASTIC VARIABLE DELAY DIFFERENTIAL EQUATIONS ⋮ Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation ⋮ Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations ⋮ Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations ⋮ On stability of neutral-type linear stochastic time-delay systems with three different delays

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