Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Abstract In this paper, we investigate the exponential mean-square stability for both the solution of n-dimensional stochastic delay integro-differential equations (SDIDEs) with Poisson jump, as well for the split-step θ-Milstein (SSTM) scheme implemented of the proposed model. First, by virtue of L...

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Bibliographic Details
Main Authors: Davood Ahmadian, Omid Farkhondeh Rouz
Format: Article
Language:English
Published: SpringerOpen 2020-07-01
Series:Journal of Inequalities and Applications
Subjects:
Split-step θ-Milstein scheme
Exponential mean-square stability
Stochastic delay integro-differential equations
Poisson jump
Lyapunov function
Online Access:http://link.springer.com/article/10.1186/s13660-020-02452-3

Internet

http://link.springer.com/article/10.1186/s13660-020-02452-3

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