[PDF] Top 20 Almost sure exponential stability in the numerical simulation of stochastic differential equations

... is almost surely exponentially ...on almost sure exponential ...a numerical method be almost surely exponentially stable for all sufficiently small step sizes? Should we have some ... See full document

... of numerical simulations of hybrid stochastic differential equations ...a numerical method reproduce the characteristics of a test SDE?” One of the important characteristics of the test ... See full document

... the almost sure asymptotic stability of SDEs, including SDDEs and ...of stochastic difference equations and [31] examined almost sure stability of the ... See full document

... particular, stochastic partial differential equations with finite or infinite delays seem very important as models of biological, chemical, physical and eco- nomical ...corresponding stability ... See full document

... pantograph stochastic differential equations(PSDEs) are special SDDEs that have unbounded delays (see ...On stability of a PSDE, [1] investigated the growth and decay rates of special scalar ... See full document

... of numerical solutions is one of central problems in numerical ...analysis. Stability analysis of numerical methods for stochastic differential equations (SDEs) as well as ... See full document

... pantograph stochastic differential equations(PSDEs) are special SDDEs that have unbounded delays (see ...On stability of a PSDE, [1] investigated the growth and decay rates of special scalar ... See full document

... the almost sure exponential stability of discrete-time or partial discrete-time SDEs has recently been discussed by several ...the almost sure exponential stability ... See full document

... with stochastic partial differential equations with delays, there are only a few results about neutral stochastic partial differential ...neutral stochastic differential equations with ... See full document

... the stability criteria concentrate on the exponential ...asymptotic stability for SFDEs ...the almost sure asymp- totic stability for ...asymptotic stability of ... See full document

... of stochastic system model, and their stability analysis has attracted considerable attention in recent ...most stochastic systems cannot be solved explicitly, the research on stochastic ... See full document

... the almost sure stability of the EM method with random variable ...the numerical almost sure stability are proposed, which enable the EM method with random variable ... See full document

... the stochastic analysis technique and the generalized Halanay inequality, some novel sufficient conditions on pth moment exponential stability of stochastic differential equations with ... See full document

... of stability are somewhat restrictive as applied to prac- tical ...the exponential Euler method applied to the system for any step-size h > ...the exponential Euler method for semi-linear ... See full document

... and stability of solution for SDEs under the local Lipschitz ...of stochastic differential delay equations (SDDEs) and obtain the almost sure asymptotic stability of solution to ... See full document

... Most stochastic differential equations (SDEs) are nonlinear and cannot be solved explicitly, whence numerical solutions are required in ...practice. Numerical solutions to SDEs have ... See full document

... special stochastic delay systems, stochastic pantograph equations (SPEs) with unbounded delay have been investigated by many scholars, we can refer to Baker and Buck- war [3], Appleby and Buckwar ... See full document

... For the purpose of stability, we assume that f (, ) = g(, ) = , which implies that (.) admits the equilibrium solution y(t) =  corresponding to the initial condition ψ (t) =  for t ∈ [–τ , ]. As a ... See full document

... the exponential stability in mean square of the exponential Euler method ...the stability region of the numerical solution to the equation is the same as that of the analytical ... See full document

... of exponential stability of neutral stochastic functional differential equations, and in this paper, we shall further our study in this ...neutral stochastic functional ... See full document