Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump
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Publication:2069516
DOI10.1186/s13660-020-02452-3zbMath1503.65006OpenAlexW3042084234WikidataQ115519128 ScholiaQ115519128MaRDI QIDQ2069516
Davood Ahmadian, Omid Farkhondeh Rouz
Publication date: 20 January 2022
Published in: Journal of Inequalities and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13660-020-02452-3
Lyapunov functionPoisson jumpstochastic delay integro-differential equationsexponential mean-square stabilitysplit-step \(\theta \)-Milstein scheme
Numerical methods for integral equations (65R20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Related Items (3)
Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control ⋮ Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations ⋮ Null controllability of Hilfer fractional stochastic integrodifferential equations with noninstantaneous impulsive and Poisson jump
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