[PDF] Top 20 Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
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Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... The exponential stability of trivial solution and the numerical solution for neutral stochastic func- tional differential equations (NSFDEs) with jumps is ...The stability ... See full document
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Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
... small moment exponential stability. In the general nonlinear case for (non-hybrid) SDEs it is known that the EM method cannot guarantee to preserve exponential mean-square stability, ... See full document
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Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations
... the Euler–Maruyama (EM) method can reproduce the almost sure exponential sta- bility of the test hybrid ...EM method may not preserve the almost sure exponential ...EM ... See full document
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Stability of two classes of improved backward Euler methods for stochastic delay differential equations of neutral type
... examines stability analysis of two classes of improved backward Euler methods, namely split-step ( θ, λ )-backward Euler (SSBE) and semi-implicit ( θ, λ )- Euler (SIE) methods, for nonlinear ... See full document
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Exponential stability for neutral stochastic functional partial differential equations driven by Brownian motion and fractional Brownian motion
... where H ∈ (1/2, 1). Our method for investigating the stability of solutions is based on the Banach fixed point theorem. The obtained results generalize and improve the results due to Boufoussi and Hajji ... See full document
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Numerical solutions of neutral stochastic functional differential equations
... the method developed by [16] and [17] to NSFDEs and study strong convergence for the Euler–Maruyama numerical approximations in the case where f and g satisfy both the local Lipschitz condition and ... See full document
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Convergence and stability of the exponential Euler method for semi linear stochastic delay differential equations
... Most stochastic dif- ferential equations (SDEs) are nonlinear and cannot be solved explicitly, whence numerical solutions are required in ...moment exponential stability in the numerical sim- ... See full document
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Equivalence of the mean square stability between the partially truncated Euler–Maruyama method and stochastic differential equations with super linear growing coefficients
... square stability between different types of SDEs and their numerical ...the stochastic differential delay equations (SDDEs) and the Euler– Maruyama (EM) ...semi-implicit Euler ... See full document
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Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations
... 5. Exponential stability of exact and numerical solutions to stochastically perturbed ...much stochastic perturbation and history effect this system can tolerate without losing the property of ... See full document
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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
... If there is no linear growth condition (4.5) on f , for SDDEs, [35] shows that the backward EM approximations may reproduce the almost sure exponential stability. But for SFDEs, we need to give conditions ... See full document
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Almost sure exponential stability of stochastic differential delay equations
... sure exponential stability of discrete-time or partial discrete-time SDEs has recently been discussed by several ...sure exponential stability in the numerical simulation of SDEs ...(i.e., ... See full document
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Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
... partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) has been investigated, the sufficient conditions ... See full document
8
Exponential stability of fractional stochastic differential equations with distributed delay
... Equations driven by fractional Brownian motion are attracting more and more attention. This paper considers fractional stochastic differential equations with distributed delay. With the ... See full document
8
Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method
... hybrid stochastic systems with bounded time-varying ...the stability for hybrid stochastic ...2, stochastic func- tional differential equations with Markovian switching and ... See full document
18
Convergence and stability of the compensated split step θ method for stochastic differential equations with jumps
... mean-square stability of the CSSθ method for ...CSSθ method for ...CSSθ method converge to the true solutions with strong order ...mean-square stability of the CSSθ method for ... See full document
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Existence, uniqueness and stability results for impulsive stochastic functional differential equations with infinite delay and poisson jumps
... Stochastic differential equations have been investigated as mathematical models to describe the dynamical behavior of a real life ...of stochastic differential equa- tions has attracted ... See full document
7
Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations
... truncated Euler–Maruyama method is employed together with the Multi-level Monte Carlo method to approximate expectations of some func- tions of solutions to stochastic ... See full document
12
Stability of highly nonlinear neutral stochastic differential delay equations
... the neutral term D(x(t−τ )) essentially changes the problem, and a significant amount of new mathematics has been developed to deal with the difficulties due to the neutral ... See full document
7
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
... decades, stochastic models that incorporate jumps have been proved successful at describing unexpected, abrupt changes of state and have been used with great success in a variety of application areas, ... See full document
27
Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
... attention and much work has been done on neutral stochastic equations. For example, conditions of the existence and stability of the analytical solution are given in [14-20]. Various efficient ... See full document
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