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

2012 ◽  
Vol 89 (8) ◽  
pp. 1039-1050 ◽  
Author(s):  
Xiaomei Qu ◽  
Chengming Huang
Keyword(s):  
Differential Equations ◽  
Exponential Stability ◽  
Delay Differential Equations ◽  
Euler Method ◽  
Backward Euler Method ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Backward Euler ◽  
Delay Differential ◽  
Delay Dependent

scholarly journals Almost Surely Asymptotic Stability of Numerical Solutions for Neutral Stochastic Delay Differential Equations

2011 ◽  
Vol 2011 ◽  
pp. 1-11 ◽  
Author(s):  
Zhanhua Yu ◽  
Mingzhu Liu
Keyword(s):  
Asymptotic Stability ◽  
Differential Equations ◽  
Delay Differential Equations ◽  
Numerical Solutions ◽  
Euler Method ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Backward Euler ◽  
Delay Differential ◽  
Theoretical Results

We investigate the almost surely asymptotic stability of Euler-type methods for neutral stochastic delay differential equations (NSDDEs) using the discrete semimartingale convergence theorem. It is shown that the Euler method and the backward Euler method can reproduce the almost surely asymptotic stability of exact solutions to NSDDEs under additional conditions. Numerical examples are demonstrated to illustrate the effectiveness of our theoretical results.

scholarly journals Stability analysis of stochastic delay differential equations with Markovian switching driven by L${\acute{e}}$vy noise

2021 ◽  
Vol 0 (0) ◽  
pp. 0
Author(s):  
Yanqiang Chang ◽  
Huabin Chen
Keyword(s):  
Stability Analysis ◽  
Differential Equations ◽  
Exponential Stability ◽  
Delay Differential Equations ◽  
Existence And Uniqueness ◽  
Markovian Switching ◽  
Stochastic Delay Differential Equations ◽  
Stochastic Delay ◽  
Almost Surely Exponential Stability ◽  
Delay Differential

<p style='text-indent:20px;'>In this paper, the existence and uniquenesss, stability analysis for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M1">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise are studied. The existence and uniqueness of such equations is simply shown by using the Picard iterative methodology. By using the generalized integral, the Lyapunov-Krasovskii function and the theory of stochastic analysis, the exponential stability in <inline-formula><tex-math id="M2">\begin{document}$ p $\end{document}</tex-math></inline-formula>th(<inline-formula><tex-math id="M3">\begin{document}$ p\geq2 $\end{document}</tex-math></inline-formula>) for stochastic delay differential equations with Markovian switching driven by L<inline-formula><tex-math id="M4">\begin{document}$ \acute{e} $\end{document}</tex-math></inline-formula>vy noise is firstly investigated. The almost surely exponential stability is also applied. Finally, an example is provided to verify our results derived.</p>

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