Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump
type: Item
instance of: scholarly article
title: Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump
zbMATH Open document ID: 1503.65006
author: D. Ahmadian
author: Omid Farkhondeh Rouz
published in: Journal of Inequalities and Applications
publication date: 2022-01-20T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 60H35
zbMATH DE Number: 7460961
zbMATH Keywords: split-step \(\theta \)-Milstein scheme
zbMATH Keywords: exponential mean-square stability
zbMATH Keywords: stochastic delay integro-differential equations
zbMATH Keywords: Poisson jump
zbMATH Keywords: Lyapunov function
Wikidata QID: Q115519128
MaRDI profile type: Publication
full work available at URL: s13660-020-02452-3
OpenAlex ID: W3042084234
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DOI: 10.1186/S13660-020-02452-3
description: scientific article; zbMATH DE number 7460961