Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay

DOI10.1016/j.cam.2021.113625zbMath1469.65024OpenAlexW3158489952WikidataQ112880419 ScholiaQ112880419MaRDI QIDQ2029694

Hussein K. Asker

Publication date: 3 June 2021

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

Full work available at URL: https://doi.org/10.1016/j.cam.2021.113625

zbMATH Keywords

infinite delayneutral stochastic functional differential equationsstability in distributionEuler-Maruyama

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (4)

Hybrid stochastic functional differential equations with infinite delay: approximations and numerics ⋮ The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps ⋮ Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach ⋮ Stability analysis of split-step theta method for neutral stochastic delayed neural networks

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• [https://portal.mardi4nfdi.de/wiki/Publication:5025476 Stability in Distribution of Neutral Stochastic Functional Differential Equations with Infinite Delay]
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