Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations
type: Item
instance of: scholarly article
title: Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations
zbMATH Open document ID: 1483.65017
author: Guangqiang Lan
author: Mei Zhao
author: Siyuan Qi
published in: Applied Numerical Mathematics
publication date: 2021-12-09T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H20
Mathematics Subject Classification ID: 45D05
Mathematics Subject Classification ID: 45J05
Mathematics Subject Classification ID: 65R20
zbMATH DE Number: 7441555
zbMATH Keywords: stochastic Volterra integro-differential equations
zbMATH Keywords: EM method
zbMATH Keywords: mean square exponential stability
zbMATH Keywords: almost sure exponential stability
Wikidata QID: Q115360290
MaRDI profile type: Publication
full work available at URL: j.apnum.2021.10.012
OpenAlex ID: W3210092443
cites work: Almost Sure Asymptotic Stability of Stochastic Volterra Integro-Differential Equations with Fading Perturbations
cites work: The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations
cites work: Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
cites work: Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
cites work: Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
cites work: Mean square stability of stochastic Volterra integro-differential equations
cites work: Q4921297
cites work: Reliability of difference analogues to preserve stability properties of stochastic Volterra integro-differential equations
DOI: 10.1016/J.APNUM.2021.10.012
description: scientific article; zbMATH DE number 7441555