Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations

DOI10.1080/00207160.2012.703320zbMath1258.65071OpenAlexW2154867525MaRDI QIDQ4903489

Fuke Wu, Lin Chen

Publication date: 22 January 2013

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

Full work available at URL: https://doi.org/10.1080/00207160.2012.703320

zbMATH Keywords

exponential stabilityalmost sure exponential stabilityone-sided linear growthstochastic \(\theta\)-methodstochastic delay differential equtaions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20)

Related Items (4)

Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations ⋮ Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations ⋮ Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations ⋮ Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay

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