Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps

DOI10.1080/00207721.2016.1186245zbMath1358.93182OpenAlexW2395104479WikidataQ115552224 ScholiaQ115552224MaRDI QIDQ2974196

Haoyi Mo, Fei Qi Deng, Xue-yan Zhao

Publication date: 6 April 2017

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2016.1186245

zbMATH Keywords

exponential mean-square stabilitystochastic \(\theta\)-methodneutral stochastic delay differential equations with jumps

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)

Related Items (8)

Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation ⋮ Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps ⋮ On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay ⋮ Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme ⋮ Stability of delay differential systems under impulsive control suffered by logic choice ⋮ Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition ⋮ Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations ⋮ Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

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