Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations |
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| Authors: | Qiyong Li Siqing Gan |
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| Institution: | 1. School of Mathematical Sciences and Computing Technology, Central South University, Changsha, Hunan, 410075, China
2. Department of Mathematics, Huaihua University, Huaihua, Hunan, 418008, China
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| Abstract: | This paper deals with the mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations. It is shown that the stochastic theta methods inherit the mean-square exponential stability property of the underlying system. Moreover, the backward Euler method is mean-square exponentially stable with less restrictions on the step size. In addition, numerical experiments are presented to confirm the theoretical results. |
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