Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching

DOI10.1016/j.cnsns.2010.04.034zbMath1221.65016OpenAlexW1986378084MaRDI QIDQ718385

Feng Jiang, Junhao Hu, Yi Shen

Publication date: 23 September 2011

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2010.04.034

zbMATH Keywords

stochastic delay integro-differential equationsgeneral mean-square stablemean-square stablesplit-step backward Euler scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (15)

Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations ⋮ Convergence and Mean-Square Stability of Exponential Euler Method for Semi-Linear Stochastic Delay Integro-Differential Equations ⋮ Strong Convergence of the Euler-Maruyama Method for a Class of Stochastic Volterra Integral Equations ⋮ On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations ⋮ Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation ⋮ An explicit approximation for super-linear stochastic functional differential equations ⋮ Split-step \(\theta\)-methods for stochastic age-dependent population equations with Markovian switching ⋮ Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching ⋮ \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations ⋮ Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach ⋮ Stability of highly nonlinear hybrid stochastic integro-differential delay equations ⋮ The split-step \(\theta \)-methods for stochastic delay Hopfield neural networks ⋮ Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability ⋮ Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations ⋮ Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

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