Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme
type: Item
instance of: scholarly article
title: Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme
zbMATH Open document ID: 1382.65020
author: Linna Liu
author: Mengling Li
author: Feiqi Deng
published in: Applied Numerical Mathematics
publication date: 2018-02-15T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 34K50
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 6839098
zbMATH Keywords: neutral delayed stochastic differential equations
zbMATH Keywords: Euler-Maruyama numerical scheme
zbMATH Keywords: approximation degree
zbMATH Keywords: exponential stability
zbMATH Keywords: mean square
zbMATH Keywords: equivalence
zbMATH Keywords: simulation
MaRDI profile type: Publication
full work available at URL: j.apnum.2018.01.016
OpenAlex ID: W2793551052
cites work: Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
cites work: A novel result on stability analysis for uncertain neutral stochastic time-varying delay systems
cites work: Introduction to functional differential equations
cites work: Mean-Square and Asymptotic Stability of the Stochastic Theta Method
cites work: Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
cites work: Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
cites work: Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
cites work: Stability in distribution of neutral stochastic functional differential equations with Markovian switching
cites work: Exponential mean square stability of numerical methods for systems of stochastic differential equations
cites work: Razumikhin-Type Theorems on Stability of Neutral Stochastic Functional Differential Equations
cites work: Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems
cites work: The p-th moment exponential stability of neutral stochastic functional differential equations
cites work: Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations
cites work: Neutral Stochastic Differential Delay Equations with Markovian Switching
cites work: Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks
cites work: Mean square stability of two classes of theta method for neutral stochastic differential delay equations
cites work: New criteria on exponential stability of neutral stochastic differential delay equations
cites work: Exponential stability in mean square of neutral stochastic differential functional equations
cites work: Q5429735
cites work: Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
cites work: Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
cites work: Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
cites work: Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
cites work: The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
cites work: Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps
cites work: Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
cites work: Stability Analysis of Numerical Schemes for Stochastic Differential Equations
cites work: Q4215883
cites work: The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization
DOI: 10.1016/J.APNUM.2018.01.016
Recommended article: Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods
Recommended article: Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
Recommended article: Q5166087
Recommended article: Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method
Recommended article: Q3071299
Recommended article: Q3071317
Recommended article: Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods
Recommended article: Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
Recommended article: On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
Recommended article: MS-stability of the Euler--Maruyama method for stochastic differential delay equations
description: scientific article; zbMATH DE number 6839098