Almost sure exponential stability of stochastic differential delay equations

DOI10.2298/FIL1903789ZzbMath1499.60250WikidataQ115495101 ScholiaQ115495101MaRDI QIDQ5080689

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Publication date: 31 May 2022

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

almost sure exponential stabilityLipschitz conditionmoment exponential stabilitystochastic theta method

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

Cites Work

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• Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
• Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)
• Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
• Numerical Solutions of Stochastic Functional Differential Equations
• Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
• Stochastic Differential Equations with Markovian Switching

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