Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay

DOI10.1016/j.amc.2009.10.037zbMath1229.65031OpenAlexW1988120106MaRDI QIDQ846446

Minghui Song, Gui-Hua Zhao, Ming-Zhu Liu

Publication date: 9 February 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2009.10.037

zbMATH Keywords

delaynumerical examples\(M\)-matrixexponentially mean-square stabilityEuler-Maruyama methodimpulsive stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items

T-stability of numerical solutions for linear stochastic differential equations with delay ⋮ Finite-Time Stability and Instability of Nonlinear Impulsive Systems ⋮ Existence of weak solutions for stochastic nonlinear impulsive systems ⋮ Mean-square stability of analytic solution and Euler-Maruyama method for impulsive stochastic differential equations ⋮ Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise ⋮ Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach ⋮ Strong superconvergence of the Euler-Maruyama method for linear stochastic Volterra integral equations ⋮ Convergence and stability of Euler method for impulsive stochastic delay differential equations ⋮ Stability of impulsive stochastic differential delay systems and its application to impulsive stochastic neural networks ⋮ Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay

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