Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps-Reference-Cited by-同舟云学术

Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps

Published:2016-07-25 Issue:5 Volume:40 Page:1794-1803
ISSN:0170-4214
Container-title:Mathematical Methods in the Applied Sciences
language:en
Short-container-title:Math. Meth. Appl. Sci.

Author:

Mo Haoyi¹²,Zhao Xueyan¹,Deng Feiqi¹

Affiliation:

1. Systems Engineering Institute; South China University of Technology; Guangzhou 510640 China

2. School of Applied Mathematics; Guangdong University of Technology; Guangzhou 510006 China

Funder

National Natural Science Foundation of China

Ph.D. Start-up Fund of Natural Science Foundation of Guangdong Province

Fundamental Research Funds for the Central Universities

Publisher

Wiley

Subject

General Engineering,General Mathematics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/mma.4098/fullpdf

Reference26 articles.

1. MS-stability of the Euler-Maruyama method for stochastic differential delay equations;Cao;Applied Mathematics and Computation,2004

2. Split-step θ-method for stochastic delay differential equations;Cao;Applied Numerical Mathematics,2014

3. Mean-square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations;Huang;Journal of Computational and Applied Mathematics,2014

4. Mean-square convergence of stochastic θ-methods for nonlinear neutral stochastic delay differential equations;Gan;International Journal of Numerical Analysis and Modeling,2011

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