Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method
DOI10.11948/20200127MaRDI QIDQ6596655
Publication date: 2 September 2024
Published in: Journal of Applied Analysis and Computation (Search for Journal in Brave)
jumpsMarkovian switchingmean square stabilitystochastic delay differential equationsEuler-Maruyama methodstability equivalence
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Stability and convergence of numerical methods for ordinary differential equations (65L20) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
- Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching
- Stochastic delay differential equations for genetic regulatory networks
- The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump
- On the stability of \(\vartheta\)-methods for stochastic Volterra integral equations
- Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme
- Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework
- About stability of delay differential equations with square integrable level of stochastic perturbations
- Asymptotical stability of differential equations driven by Hölder continuous paths
- Stochastic differential delay equations with Markovian switching
- Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations
- Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks
- Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching
- Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method
- Almost sure and moment stability properties of fractional order Black-Scholes model
- Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching
- Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
- Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching
- Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- A New Type of Stability Theorem for Stochastic Systems With Application to Stochastic Stabilization
- Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
- Stability Analysis of the Split-Step Theta Method for Nonlinear Regime-Switching Jump Systems
- Stochastic delay differential equations and related autoregressive models
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Stochastic Differential Equations with Markovian Switching
- STABILITY ANALYSIS OF HIGHLY NONLINEAR HYBRID MULTIPLE-DELAY STOCHASTIC DIFFERENTIAL EQUATIONS
This page was built for publication: Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method