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International Journal of Computer Mathematics Volume 89, 2012 - Issue 8
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Section B

Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations

Xiaomei Qu School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, ChinaView further author information
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Chengming Huang School of Mathematics and Statistics, Huazhong University of Science and Technology, Wuhan, 430074, ChinaCorrespondence[email protected]
Pages 1039-1050 | Received 03 Mar 2011, Accepted 24 Feb 2012, Published online: 24 Apr 2012

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Wendi Qin, Deqiong Ding & Xiaohua Ding. (2015) Unconditionally positivity and boundedness preserving schemes for a FitzHugh–Nagumo equation. International Journal of Computer Mathematics 92:10, pages 2198-2218.
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Xiaofeng Zong, Fuke Wu & Chengming Huang. (2014) Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations. Journal of Difference Equations and Applications 20:7, pages 1091-1111.
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Articles from other publishers (9)

Wanrong Cao, Jia Liang & Yufen Liu. (2021) On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions. Journal of Computational and Applied Mathematics 382, pages 113079.
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D. Ahmadian, O. Farkhondeh Rouz & L.V. Ballestra. (2019) Stability analysis of split-step θ-Milstein method for a class of n-dimensional stochastic differential equations. Applied Mathematics and Computation 348, pages 413-424.
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Guangqiang Lan, Fang Xia & Qiushi Wang. (2019) Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay. Journal of Computational and Applied Mathematics 346, pages 340-356.
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Peng Hu & Chengming Huang. (2018) Delay dependent stability of stochastic split-step θ methods for stochastic delay differential equations. Applied Mathematics and Computation 339, pages 663-674.
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Omid Farkhondeh Rouz, Davood Ahmadian & Mariyan Milev. Exponential mean-square stability of two classes of theta Milstein methods for stochastic delay differential equations. Exponential mean-square stability of two classes of theta Milstein methods for stochastic delay differential equations.
Xiaomei Qu. (2015) On delay-dependent exponential stability of the split-step backward euler method for stochastic delay differential equations. On delay-dependent exponential stability of the split-step backward euler method for stochastic delay differential equations.
Chengming Huang. (2014) Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations. Journal of Computational and Applied Mathematics 259, pages 77-86.
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Qian Guo, Wenwen Xie & Taketomo Mitsui. (2013) Convergence and Stability of the Split-Step -Milstein Method for Stochastic Delay Hopfield Neural Networks . Abstract and Applied Analysis 2013, pages 1-12.
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Chengming Huang, Siqing Gan & Desheng Wang. (2012) Delay-dependent stability analysis of numerical methods for stochastic delay differential equations. Journal of Computational and Applied Mathematics 236:14, pages 3514-3527.
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