Stability of exponential Euler method for stochastic systems under Poisson white noise excitations

DOI10.1007/s10773-014-2177-7zbMath1310.34106OpenAlexW2071550184MaRDI QIDQ487453

Long-Suo Li, Yu Zhang

Publication date: 22 January 2015

Published in: International Journal of Theoretical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10773-014-2177-7

zbMATH Keywords

quantum theoryexponential Euler methodstochastic delay differential equationsPoisson white noise

Mathematics Subject Classification ID

Related Items (1)

Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method

Cites Work

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• Approximation of jump diffusions in finance and economics
• An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
• Asymptotic Stability of a Jump-Diffusion Equation and Its Numerical Approximation

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