Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation
DOI10.1080/00207160.2020.1809655zbMath1480.65018OpenAlexW3049138103WikidataQ115314408 ScholiaQ115314408MaRDI QIDQ5031318
Publication date: 18 February 2022
Published in: International Journal of Computer Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207160.2020.1809655
nonlinearalmost sure exponential stabilitystochastic functional differential equationsemi-Euler scheme
Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- Unnamed Item
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- Mean square stability of two classes of theta method for neutral stochastic differential delay equations
- The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
- Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
- Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks
- The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Stability of highly nonlinear neutral stochastic differential delay equations
- Introduction to the numerical analysis of stochastic delay differential equations
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
- Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition
- Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
- Delay dependent stability of highly nonlinear hybrid stochastic systems
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
- Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Almost Sure Exponential Stability of Stochastic Differential Delay Equations
This page was built for publication: Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation
