Analysis of stability for stochastic delay integro-differential equations

DOI10.1186/s13660-018-1702-2zbMath1497.65265OpenAlexW2806739346WikidataQ54943905 ScholiaQ54943905MaRDI QIDQ824566

Yu Zhang, Long-Suo Li

Publication date: 15 December 2021

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13660-018-1702-2

zbMATH Keywords

mean-square stabilitysplit-step backward Euler methodEuler-Maruyama methodstochastic delay integro-differential equations

Mathematics Subject Classification ID

Integro-ordinary differential equations (45J05) Numerical methods for integral equations (65R20) Stability theory for integral equations (45M10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations
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• Stability of stochasticθ-methods for stochastic delay integro-differential equations
• Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
• Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations
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