Mean-square stability of two classes of θ-methods for neutral stochastic delay integro-differential equations

被引:5
作者
Liu, Xiaohua [1 ]
Deng, Feiqi [1 ]
Liu, Linna [2 ]
Luo, Shixian [1 ]
Zhao, Xueyan [1 ]
机构
[1] South China Univ Technol, Sch Automat Sci & Engn, Guangzhou 510640, Peoples R China
[2] Zhongyuan Univ Technol, Sch Elect & Informat Engn, Zhengzhou 450007, Peoples R China
基金
中国国家自然科学基金;
关键词
Neutral stochastic delay integro-differential equations; Stochastic SLT and SST methods; Mean-square exponential stability; TIME-DEPENDENT DELAY; DIFFERENTIAL-EQUATIONS;
D O I
10.1016/j.aml.2020.106544
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The mean-square stability of the theta-method for neutral stochastic delay integro-differential equations (NSDIDEs) is considered in this paper. We construct two classes of theta-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. (C) 2020 Elsevier Ltd. All rights reserved.
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页数:8
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