MEAN SQUARE CONVERGENCE AND STABILITY OF BALANCED METHODS FOR STOCHASTIC VARIABLE DELAY DIFFERENTIAL EQUATIONS

DOI10.12286/jssx.j2019-0610OpenAlexW3203429297MaRDI QIDQ5868462

Hu Lin, Bao Xuezhong

Publication date: 20 September 2022

Full work available at URL: http://www.computmath.com/jssx/EN/abstract/abstract5160.shtml

zbMATH Keywords

mean-square stabilitybalanced methodstochastic variable delay differential equationmeansquare convergence

Mathematics Subject Classification ID

Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

• A survey of numerical methods for stochastic differential equations
• Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay
• Numerical solutions of stochastic differential delay equations under local Lipschitz condition
• Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
• Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability
• Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations
• Split-step \({\theta}\)-method for stochastic delay differential equations
• Unnamed Item

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