Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations

DOI10.1080/00207160.2012.672731zbMath1255.65145OpenAlexW2037907289MaRDI QIDQ4903532

Xiaomei Qu, Cheng-Ming Huang

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/10.1080/00207160.2012.672731

zbMATH Keywords

exponential stabilitynumerical solutionbackward Euler methodstochastic delay differential equationmean square stabilitydelay-dependent stability

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Related Items (10)

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Cites Work

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• MS-stability of the Euler--Maruyama method for stochastic differential delay equations
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• The split-step backward Euler method for linear stochastic delay differential equations
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• An analysis of stability of Milstein method for stochastic differential equations with delay
• Delay-dependent exponential stability of uncertain stochastic systems with multiple delays: an LMI approach
• Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
• Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations
• Delay-dependent robust stability and stabilization of uncertain linear delay systems: a linear matrix inequality approach
• Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems
• Stability of stochastic delay neural networks

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