Exponential stability of implicit numerical solution for nonlinear neutral stochastic differential equations with time‐varying delay and poisson jumps

DOI10.1002/MMA.7132zbMath1470.60161OpenAlexW3114703250MaRDI QIDQ5011117

Mali Xing, Bo Zhang, Linna Liu, Haoyi Mo, Fei Qi Deng

Publication date: 27 August 2021

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.7132

zbMATH Keywords

time delaybackward Euler-Maruyama methodstochastic differential equations with jumpsnonlinear conditionexponential mean-square stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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