Exponential stability of the split-step θ -method for neutral stochastic delay differential equations with jumps

Author:

Mo Haoyi,Deng Feiqi,Zhang Chaolong

Funder

National Natural Science Foundation of China

Guangdong University of Technology

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference37 articles.

1. Stochastic Differential Equations and Applications;Mao,1997

2. Asymptotic properties of neutral stochastic differential delay equations;Mao;Stochastics,2000

3. Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay;Ren;Appl. Math. Comput.,2009

4. New results on delay-dependent stability analysis for neutral stochastic delay systems;Song;J. Franklin Inst.,2013

5. Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching;Zhou;J. Comput. Appl. Math.,2009

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