Convergence and stability of impulsive stochastic differential equations

DOI10.1080/00207160.2016.1227798zbMath1391.93285OpenAlexW2525531194MaRDI QIDQ3174856

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Publication date: 18 July 2018

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2016.1227798

zbMATH Keywords

convergencesimulationexponential stabilityimpulsive stochastic differential equationstransformed-Euler method

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (5)

Finite-time stochastic stability of random impulsive positive system ⋮ Exponential stability of non-linear stochastic delay differential system with generalized delay-dependent impulsive points ⋮ Exponential ultimate boundedness of impulsive stochastic delay differential equations ⋮ Exponential stability of non-linear neutral stochastic delay differential system with generalized delay-dependent impulsive points ⋮ Mean-square exponential stability of impulsive conformable fractional stochastic differential system with application on epidemic model

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