Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods

Statistics & Probability Letters ◽

10.1016/j.spl.2020.108952 ◽

2021 ◽

Vol 168 ◽

pp. 108952

Author(s):

Zhenyu Bao ◽

Jingwen Tang ◽

Yan Shen ◽

Wei Liu

Keyword(s):

Numerical Methods ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations ◽

Moment Stability

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Solution moment stability in stochastic differential delay equations

Physical Review E ◽

10.1103/physreve.52.3366 ◽

1995 ◽

Vol 52 (4) ◽

pp. 3366-3376 ◽

Author(s):

Michael C. Mackey ◽

Irina G. Nechaeva

Keyword(s):

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations ◽

Moment Stability

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Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps

Frontiers of Mathematics in China ◽

10.1007/s11464-021-0914-9 ◽

2021 ◽

Author(s):

Shuaibin Gao ◽

Junhao Hu ◽

Li Tan ◽

Chenggui Yuan

Keyword(s):

Convergence Rate ◽

Strong Convergence ◽

Delay Equations ◽

Poisson Jumps ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations ◽

Strong Convergence Rate

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Robust stability of uncertain stochastic differential delay equations

Systems & Control Letters ◽

10.1016/s0167-6911(98)00080-2 ◽

1998 ◽

Vol 35 (5) ◽

pp. 325-336 ◽

Author(s):

Xuerong Mao ◽

Natalia Koroleva ◽

Alexandra Rodkina

Keyword(s):

Robust Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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Robustness of exponential stability of stochastic differential delay equations

IEEE Transactions on Automatic Control ◽

10.1109/9.486647 ◽

1996 ◽

Vol 41 (3) ◽

pp. 442-447 ◽

Author(s):

X. Mao

Keyword(s):

Exponential Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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Khasminskii-Type Theorems for Stochastic Differential Delay Equations

Stochastic Analysis and Applications ◽

10.1080/07362990500118637 ◽

2005 ◽

Vol 23 (5) ◽

pp. 1045-1069 ◽

Author(s):

Xuerong Mao ◽

Matina John Rassias

Keyword(s):

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump

Communications in Nonlinear Science and Numerical Simulation ◽

10.1016/j.cnsns.2010.04.032 ◽

2011 ◽

Vol 16 (2) ◽

pp. 798-804 ◽

Author(s):

Feng Jiang ◽

Yi Shen ◽

Lei Liu

Keyword(s):

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations ◽

Taylor Approximation ◽

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Numerical solutions of stochastic differential delay equations under local Lipschitz condition

Journal of Computational and Applied Mathematics ◽

10.1016/s0377-0427(02)00750-1 ◽

2003 ◽

Vol 151 (1) ◽

pp. 215-227 ◽

Author(s):

Xuerong Mao ◽

Sotirios Sabanis

Keyword(s):

Lipschitz Condition ◽

Numerical Solutions ◽

Delay Equations ◽

Local Lipschitz Condition ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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Distribution-Dependent Stochastic Differential Delay Equations in finite and infinite dimensions

Infinite Dimensional Analysis Quantum Probability and Related Topics ◽

10.1142/s0219025720500241 ◽

2020 ◽

Author(s):

Rico Heinemann

Keyword(s):

Delay Equations ◽

Infinite Dimensions ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations

IEEE Transactions on Automatic Control ◽

10.1109/tac.2013.2256014 ◽

2013 ◽

Vol 58 (9) ◽

pp. 2319-2332 ◽

Author(s):

Liangjian Hu ◽

Xuerong Mao ◽

Liguo Zhang

Keyword(s):

Robust Stability ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations ◽

Nonlinear Hybrid

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Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2020.113269 ◽

2021 ◽

Vol 388 ◽

pp. 113269

Author(s):

Shounian Deng ◽

Chen Fei ◽

Weiyin Fei ◽

Xuerong Mao

Keyword(s):

Diffusion Coefficients ◽

Delay Equations ◽

Differential Delay ◽

Differential Delay Equations ◽

Stochastic Differential Delay Equations

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