𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

✍ Scribed by Fuke Wu; Xuerong Mao; Lukas Szpruch


Publisher
Springer-Verlag
Year
2010
Tongue
English
Weight
219 KB
Volume
115
Category
Article
ISSN
0029-599X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A note on almost sure exponential stabil
✍ Kai Liu; Aubrey Truman πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 91 KB

In a recent paper, Taniguchi (Stochastic Anal. Appl. 16 (5) (1998) 965 -975) investigated the almost sure exponential stability of the mild solutions of a class of stochastic partial functional di erential equations. Precisely, as small delay interval assumption is imposed, su cient conditions are o

Almost sure exponential stability of bac
✍ Xuerong Mao; Yi Shen; Alison Gray πŸ“‚ Article πŸ“… 2011 πŸ› Elsevier Science 🌐 English βš– 392 KB

This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which the authors established some sufficient conditions under which the Euler-Maruyama (EM) method can reproduce the almost sure exponential stability of the test hybrid SDEs. The key condition imposed in

Almost sure and moment exponential stabi
✍ Sulin Pang; Feiqi Deng; Xuerong Mao πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 214 KB

Positive results are derived concerning the long time dynamics of numerical simulations of stochastic differential equation systems with Markovian switching. Euler-Maruyama discretizations are shown to capture almost sure and moment exponential stability for all sufficiently small timesteps under ap