Exponential stability of implicit numerical solution for nonlinear neutral stochastic differential equations with time‐varying delay and poisson jumps-Reference-Cited by-同舟云学术

Exponential stability of implicit numerical solution for nonlinear neutral stochastic differential equations with time‐varying delay and poisson jumps

Published:2020-12-21 Issue:7 Volume:44 Page:5574-5592
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math Meth Appl Sci

Author:

Mo Haoyi¹^ORCID,Liu Linna²,Xing Mali³,Deng Feiqi⁴,Zhang Bo³

Affiliation:

1. School of Applied Mathematics Guangdong University of Technology Guangzhou China

2. School of Electric and Information Engineering Zhongyuan University of Technology Zhengzhou China

3. School of Automation Guangdong University of Technology Guangzhou China

4. Systems Engineering Institute South China University of Technology Guangzhou China

Funder

National Natural Science Foundation of China

Natural Science Foundation of Guangdong Province

Publisher

Wiley

Subject

General Engineering,General Mathematics

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/mma.7132

Reference28 articles.

1. Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations

2. Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations

3. Chapman and Hall/CRC Financial Mathematics Series;Cont R,2004

4. Bruti‐LiberatiN.Numerical solution of stochastic differential equations with jumps in finance.Doctoral Thesis: School of Finance and Economics University of Technology Sydney;2007.

5. Dynamic Systems with Poisson White Noise

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