Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations

DOI10.1016/J.APNUM.2021.10.012zbMath1483.65017OpenAlexW3210092443WikidataQ115360290 ScholiaQ115360290MaRDI QIDQ2058403

Mei Zhao, Siyuan Qi, Guangqiang Lan

Publication date: 9 December 2021

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

Full work available at URL: https://doi.org/10.1016/j.apnum.2021.10.012

zbMATH Keywords

almost sure exponential stabilitystochastic Volterra integro-differential equationsEM methodmean square exponential stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20) Numerical solutions to stochastic differential and integral equations (65C30) Volterra integral equations (45D05) Stochastic integral equations (60H20)

Cites Work

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• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations
• Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
• Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations
• Mean square stability of stochastic Volterra integro-differential equations
• Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
• Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations

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