Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
From MaRDI portal
Publication:5019812
DOI10.2298/FIL1718629OzbMath1499.60202OpenAlexW2796095387WikidataQ115495134 ScholiaQ115495134MaRDI QIDQ5019812
Marija Milošević, Maja Obradović
Publication date: 11 January 2022
Published in: Filomat (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/fil1718629o
almost sure exponential stabilityneutral stochastic differential equationsone-sided Lipschitz conditiontime-dependent delay\(\theta\)-Euler-Maruyama method
Related Items (2)
Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions ⋮ On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
Cites Work
- Unnamed Item
- Unnamed Item
- Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
- Stability of nonlinear neutral stochastic functional differential equations
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Neutral stochastic functional differential equations with additive perturbations
- Stability of stochastic differential equations with Markovian switching
- Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
- Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
- Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
- New criteria on exponential stability of neutral stochastic differential delay equations
- A Less Strange Version of Milnor's Proof of Brouwer's Fixed-Point Theorem
- Analytic Proofs of the "Hairy Ball Theorem" and the Brouwer Fixed Point Theorem
- Asymptotic properties of neutral stochastic differential delay equations
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
This page was built for publication: Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
