Convergence and stability of Euler method for impulsive stochastic delay differential equations

DOI10.1016/j.amc.2013.12.041zbMath1364.65018OpenAlexW2095253338MaRDI QIDQ530021

Xiao-Hua Ding, Kai-Ning Wu

Publication date: 9 June 2017

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2013.12.041

zbMATH Keywords

convergencenumerical methodEuler methodmean square exponential stabilityimpulsive stochastic delay differential equations

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (7)

Oscillation of Runge-Kutta methods for advanced impulsive differential equations with piecewise constant arguments ⋮ New criteria on exponential stability of impulsive stochastic delayed differential systems with infinite delays ⋮ T-stability of the Euler method for impulsive stochastic differential equations driven by fractional Brownian motion ⋮ Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations ⋮ Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations ⋮ Applying the random variable transformation method to solve a class of random linear differential equation with discrete delay ⋮ Convergence, consistency and zero stability of impulsive one-step numerical methods

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