\(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations

DOI10.1016/J.NAHS.2011.05.003zbMath1267.65005OpenAlexW2044325913MaRDI QIDQ644164

A. Rathinasamy, Krishnan Balachandran

Publication date: 3 November 2011

Published in: Nonlinear Analysis. Hybrid Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nahs.2011.05.003

zbMATH Keywords

\(T\)-stabilitySplit-step backward Euler methodsplit-step forward Euler methodstochastic delay integro-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 (8)

Analysis of stability for stochastic delay integro-differential equations ⋮ Improving split-step forward methods by ODE solver for stiff stochastic differential equations ⋮ Finite-time annular domain stability and stabilisation of Itô-type stochastic time-varying systems with Wiener and Poisson noises ⋮ Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation ⋮ Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion ⋮ Exponential stability and numerical methods of stochastic recurrent neural networks with delays ⋮ General decay stability of backward Euler-Maruyama method for nonlinear stochastic integro-differential equations ⋮ T-stability of the Heun method and balanced method for solving stochastic differential delay equations

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