Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations
type: Item
instance of: scholarly article
title: Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations
zbMATH Open document ID: 1450.65003
author: Linna Liu
author: Shixian Luo
author: Xiaohua Liu
author: Feiqi Deng
author: Xueyan Zhao
published in: Applied Mathematics Letters
publication date: 2020-10-08T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 35R11
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 7258083
zbMATH Keywords: stochastic delay integro-differential equations
zbMATH Keywords: stochastic SLT and SST methods
zbMATH Keywords: mean-square exponential stability
MaRDI profile type: Publication
full work available at URL: j.aml.2020.106544
OpenAlex ID: W3033781536
Wikidata QID: Q115360778
cites work: Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability
cites work: Mean square stability of two classes of theta method for neutral stochastic differential delay equations
cites work: Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps
cites work: Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
cites work: Numerical Solutions of Neutral Stochastic Functional Differential Equations
cites work: Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
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: Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
cites work: Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
DOI: 10.1016/J.AML.2020.106544
description: scientific article; zbMATH DE number 7258083