Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations

DOI10.1155/2011/217672zbMath1252.65018OpenAlexW2000348976WikidataQ58655436 ScholiaQ58655436MaRDI QIDQ659497

Zhanhua Yu, Ming-Zhu Liu

Publication date: 23 January 2012

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/217672

zbMATH Keywords

convergencenumerical examplesasymptotic stabilityneutral stochastic delay differential equationsEuler-type methods

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

Analysis of stability for stochastic delay integro-differential equations, Mean square stability of two classes of theta method for neutral stochastic differential delay equations, Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations, A-stable Runge-Kutta methods for stiff stochastic differential equations with multiplicative noise, Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic 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

Cites Work

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