On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay

Publication date: 5 January 2024

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

zbMATH Keywords

almost sure exponential stability Euler-Maruyama approximation neutral stochastic delay differential equations exponential stability in mean square backward Euler-Maruyama approximation

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
Exponential stability of numerical solution to neutral stochastic functional differential equation
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\(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching
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\(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise
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Numerical approximation of nonlinear neutral stochastic functional differential equations
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Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps
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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
Exponential stability of implicit numerical solution for nonlinear neutral stochastic differential equations with time‐varying delay and poisson jumps
Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
New results on exponential stability in mean square of neutral stochastic equations with delays

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