Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations

DOI10.1016/J.CHAOS.2019.109499zbMath1495.34110OpenAlexW2983590853WikidataQ115579642 ScholiaQ115579642MaRDI QIDQ2124262

Rong Hu

Publication date: 8 April 2022

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.109499

zbMATH Keywords

almost sure exponential stabilityMilstein methodbackward Milstein method

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

Related Items (7)

Impulsive effect on fixed-time control for distributed delay uncertain static neural networks with leakage delay ⋮ Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps ⋮ Stochastic delay differential equations: analysis and simulation studies ⋮ Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence ⋮ Event-triggered stabilisation for stochastic delayed differential systems with exogenous disturbances ⋮ Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations ⋮ Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments

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