Stability analysis of the θ-method for hybrid neutral stochastic functional differential equations with jumps
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DOI: 10.1016/j.chaos.2021.111062
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References listed on IDEAS
- Zhou, Shaobo, 2015. "Exponential stability of numerical solution to neutral stochastic functional differential equation," Applied Mathematics and Computation, Elsevier, vol. 266(C), pages 441-461.
- Mo, Haoyi & Deng, Feiqi & Zhang, Chaolong, 2017. "Exponential stability of the split-step θ-method for neutral stochastic delay differential equations with jumps," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 85-95.
- Hu, Rong, 2020. "Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
- 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, Taylor & Francis Journals, vol. 48(3), pages 462-470, February.
- Cui, Jing & Yan, Litan & Sun, Xichao, 2011. "Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1970-1977.
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Cited by:
- Qi Wang & Huabin Chen & Chenggui Yuan, 2022. "A Note on Exponential Stability for Numerical Solution of Neutral Stochastic Functional Differential Equations," Mathematics, MDPI, vol. 10(6), pages 1-11, March.
- Xiao, Hanni & Zhu, Quanxin & Karimi, Hamid Reza, 2022. "Stability analysis of semi-Markov switching stochastic mode-dependent delay systems with unstable subsystems," Chaos, Solitons & Fractals, Elsevier, vol. 165(P2).
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Keywords
Neutral stochastic functional differential equations; Markovian switching and jumps; θ-Method; Exponential stability;All these keywords.
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