Exponential stability for nonlinear hybrid stochastic pantograph equations and numerical approximation

DOI10.1016/S0252-9602(14)60083-7zbMath1324.65006MaRDI QIDQ2350423

Shaobo Zhou, Minggao Xue

Publication date: 29 June 2015

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

zbMATH Keywords

exponential stabilityhybrid systemconvergence in probabilitypolynomial growth conditionsstochastic pantograph equationEuler-Maruyama approximate solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (10)

Stochastic stability for pantograph multi-group models with dispersal and stochastic perturbation ⋮ \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise ⋮ Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients ⋮ Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay ⋮ Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching ⋮ The \(p\)th moment asymptotical ultimate boundedness of pantograph stochastic differential equations with time-varying coefficients ⋮ The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise ⋮ The existence of periodic solutions for coupled pantograph Rayleigh system ⋮ \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching ⋮ Stability with general decay rate of hybrid neutral stochastic pantograph differential equations driven by Lévy noise

This page was built for publication: Exponential stability for nonlinear hybrid stochastic pantograph equations and numerical approximation