Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations

DOI10.22034/cmde.2020.32139.1502zbMath1474.65011OpenAlexW3007108594MaRDI QIDQ5859043

Rouz Omid Farkhondeh

Publication date: 15 April 2021

Full work available at URL: https://cmde.tabrizu.ac.ir/article_9921_3f10a4526577f99bc18606248bc855b6.pdf

zbMATH Keywords

stochastic delay differential equationsasymptotic mean-square stabilitystochastic linear theta scheme

Mathematics Subject Classification ID

Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Mean-square stability of a constructed Third-order stochastic Runge--Kutta schemes for general stochastic differential equations

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