Mean square polynomial stability of numerical solutions to a class of stochastic differential equations

DOI10.1016/j.spl.2014.06.002zbMath1294.60094arXiv1404.6073OpenAlexW2020670689MaRDI QIDQ2251704

Xuerong Mao, Wei Liu, Mohammud Foondun

Publication date: 15 July 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.6073

zbMATH Keywords

gamma functionnonlinear stochastic differential equationspolynomial stabilityEuler-type methodnumerical reproduction

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (7)

Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay ⋮ Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching ⋮ Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise ⋮ \(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations ⋮ Stability of the solution of stochastic differential equation driven by time-changed Lévy noise ⋮ Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching ⋮ Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects

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