Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
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Publication:638100
DOI10.1155/2011/143079zbMath1225.60120OpenAlexW2124866277WikidataQ58653819 ScholiaQ58653819MaRDI QIDQ638100
Publication date: 9 September 2011
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/143079
Stochastic stability in control theory (93E15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Related Items (14)
Mean square stability of two classes of theta method for neutral stochastic differential delay equations ⋮ Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay ⋮ Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions ⋮ Exponential stability of impulsive stochastic functional differential systems ⋮ Razumikhin-type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations ⋮ Stochastic delay logistic model under regime switching ⋮ The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps ⋮ Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations ⋮ Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations ⋮ Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations ⋮ Stability of numerical method for semi-linear stochastic pantograph differential equations ⋮ Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations ⋮ The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations ⋮ Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
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