Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations-Reference-Cited by-同舟云学术

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Exponential stability of θ-EM method for nonlinear stochastic Volterra integro-differential equations

Published:2022-02 Issue: Volume:172 Page:279-291
ISSN:0168-9274
Container-title:Applied Numerical Mathematics
language:en
Short-container-title:Applied Numerical Mathematics

Author:

Lan Guangqiang,Zhao Mei,Qi Siyuan

Funder

National Natural Science Foundation of China

Beijing Natural Science Foundation

Beijing Municipal Natural Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics,Numerical Analysis

Reference8 articles.

1. Almost sure asymptotic stability of stochastic Volterra integro-differential equations with fading perturbations;Appleby;Stoch. Anal. Appl.,2006

2. The stochastic Θ-method for nonlinear stochastic Volterra integro-differential equations;Hu;Abstr. Appl. Anal.,2014

3. Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations;Higham;SIAM J. Numer. Anal.,2007

4. Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching;Lan;J. Comput. Appl. Math.,2015

5. Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations;Li;J. Appl. Math. Comput.,2012

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Triangular Function Method is Adopted to Solve Nonlinear Stochastic It o∧–Volterra Integral Equations;Discrete Dynamics in Nature and Society;2024-01

2. Convergence and Stability of the Split-Step Theta Method for a Class of Stochastic Volterra Integro-Differential Equations Driven By Lévy Noise;Journal of Computational Mathematics;2023-12

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