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Mean-square stability of two classes of θ-methods for neutral stochastic delay integro-differential equations
Applied Mathematics Letters ( IF 2.9 ) Pub Date : 2020-06-02 , DOI: 10.1016/j.aml.2020.106544
Xiaohua Liu , Feiqi Deng , Linna Liu , Shixian Luo , Xueyan Zhao

The mean-square stability of the θ-method for neutral stochastic delay integro-differential equations (NSDIDEs) is considered in this paper. We construct two classes of θ-methods, i.e. the stochastic linear theta (SLT) method and the split-step theta (SST) method for NSDIDEs. Under the one-sided growth condition and contractive condition, we show that both methods are mean-square exponentially stable. An example is given to illustrate the theoretical results.



中文翻译:

两类均值的均方稳定性 θ随机延迟积分微分方程的数学方法

的均方稳定性 θ本文考虑了中立随机延迟积分微分方程(NSDIDE)的方法。我们构造了两类θ-方法,即用于NSDIDE的随机线性theta(SLT)方法和分段式theta(SST)方法。在单边生长条件和收缩条件下,我们证明这两种方法都是均方指数稳定的。举例说明了理论结果。

更新日期:2020-06-02
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