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International Journal of Computer Mathematics Volume 88, 2011 - Issue 2
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Section B

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

Jianguo Tan Department of Mechanics, Tianjin University, Tianjin, 300072, ChinaCorrespondence[email protected]
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Hongli Wang Department of Mechanics, Tianjin University, Tianjin, 300072, China
Pages 421-429 | Received 11 Jan 2009, Accepted 09 Nov 2009, Published online: 01 Dec 2010

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Haoyi Mo, Xueyan Zhao & Feiqi Deng. (2017) Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps. International Journal of Systems Science 48:3, pages 462-470.
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Qiyong Li, Siqing Gan & Xiaojie Wang. (2013) Compensated stochastic theta methods for stochastic differential delay equations with jumps. International Journal of Computer Mathematics 90:5, pages 1057-1071.
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Articles from other publishers (12)

Jijing Zhuang, Xikui Liu & Yan Li. (2021) index for Itô stochastic systems with Possion jump . Journal of the Franklin Institute 358:18, pages 9929-9950.
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Davood Ahmadian & Omid Farkhondeh Rouz. (2020) Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump. Journal of Inequalities and Applications 2020:1.
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Chunhan Liu, Yu Kang, Peilong Yu & Qianqian Zhang. (2019) Sampled-data stabilization for a kind of stochastic nonlinear systems driven by G-Brownian motion. Sampled-data stabilization for a kind of stochastic nonlinear systems driven by G-Brownian motion.
A. Rathinasamy & J. Narayanasamy. (2019) Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks. Applied Mathematics and Computation 348, pages 126-152.
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Haoyi Mo, Mengling Li, Feiqi Deng & Xuerong Mao. (2018) Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps. Science China Information Sciences 61:7.
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Haoyi Mo, Feiqi Deng & Chaolong Zhang. (2017) Exponential stability of the split-step θ -method for neutral stochastic delay differential equations with jumps. Applied Mathematics and Computation 315, pages 85-95.
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Haoyi Mo, Xueyan Zhao & Feiqi Deng. (2017) Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps. Mathematical Methods in the Applied Sciences 40:5, pages 1794-1803.
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Igor Poloskov & Vladimir Malanin. (2015) A scheme for study of linear stochastic time-delay dynamical systems under continuous and impulsive fluctuations. International Journal of Dynamics and Control 4:2, pages 195-203.
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Wen Zhang, Jun Ye & Haibo Li. (2014) Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching. Statistics & Probability Letters 92, pages 1-11.
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Yanli Zhou, Yonghong Wu, Xiangyu Ge & B. Wiwatanapataphee. (2013) A Robust Weak Taylor Approximation Scheme for Solutions of Jump-Diffusion Stochastic Delay Differential Equations. Abstract and Applied Analysis 2013, pages 1-8.
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Qiyong Li & Siqing Gan. (2012) Stability of Analytical and Numerical Solutions for Nonlinear Stochastic Delay Differential Equations with Jumps. Abstract and Applied Analysis 2012, pages 1-13.
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Jianguo Tan, Hongli Wang & Yongfeng Guo. (2012) Existence and Uniqueness of Solutions to Neutral Stochastic Functional Differential Equations with Poisson Jumps. Abstract and Applied Analysis 2012, pages 1-20.
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