Convergence and stability of impulsive stochastic differential equations

被引：6

作者：

Song, M. H. ^{[1
]}

Yang, H. Z. ^{[1
]}

Liu, M. Z. ^{[1
]}

机构：

[1] Harbin Inst Technol, Dept Math, Harbin, Peoples R China

来源：

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS | 2017年 / 94卷 / 09期

关键词：

Impulsive stochastic differential equations; transformed-Euler method; convergence; exponential stability; simulation; 60H10; 60H35; 93E15; 65C20; ASYMPTOTIC STABILITY; NUMERICAL-METHODS; SYSTEMS; CONTROLLABILITY; DELAYS;

D O I：

10.1080/00207160.2016.1227798

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider impulsive stochastic differential equations. We show that these equations are the exponentially stable in the mean-square sense under Lipschitz conditions. We also construct the numerical method and prove the method is strongly convergent and exponentially stable in the mean-square sense. Moreover, we give some examples in order to illustrate the main results.

引用

页码：1738 / 1746

页数：9

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