Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments

DOI10.2298/FIL1903945LzbMath1499.65017MaRDI QIDQ5080702

Minghui Song, Yulan Lu, Ming-Zhu Liu

Publication date: 31 May 2022

Published in: Filomat (Search for Journal in Brave)

zbMATH Keywords

almost sure exponential stability\(p\)th moment exponential stabilitystochastic differential equations with piecewise continuous argumentsone-leg \(\theta\) method

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (2)

Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments ⋮ Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods

Cites Work

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