Convergence and stability of balanced methods for stochastic delay integro-differential equations

DOI10.1016/J.AMC.2014.03.118zbMath1334.65017OpenAlexW1970393325MaRDI QIDQ275023

Qiang Wu, Zujin Zhang, Lin Hu

Publication date: 25 April 2016

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2014.03.118

zbMATH Keywords

convergencemean-square stabilitybalanced methodstochastic delay integro-differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic integral equations (60H20)

Related Items (18)

Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model ⋮ Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump ⋮ Analysis of stability for stochastic delay integro-differential equations ⋮ Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations ⋮ Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations ⋮ Unnamed Item ⋮ Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Controllability of semilinear neutral stochastic integrodifferential evolution systems with fractional Brownian motion ⋮ Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation ⋮ Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ Existence results for neutral integro-differential equations with nonlocal conditions ⋮ Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients ⋮ On approximate controllability of semi-linear neutral integro-differential evolution systems with state-dependent nonlocal conditions ⋮ Approximate controllability of semi-linear neutral integro-differential equations with nonlocal conditions ⋮ The parallel waveform relaxation stochastic Runge-Kutta method for stochastic differential equations ⋮ General decay stability of backward Euler-Maruyama method for nonlinear stochastic integro-differential equations ⋮ Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations ⋮ Existence and asymptotic properties of solutions of an integro-differential evolution equation with nonlocal conditions on infinite interval

Cites Work

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