Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4637908 | Journal of Computational and Applied Mathematics | 2016 | 15 Pages |
Abstract
This paper is concerned with the stability and numerical analysis of solution to highly nonlinear stochastic differential equations with jumps. By the Itô formula, stochastic inequality and semi-martingale convergence theorem, we study the asymptotic stability in the pth moment and almost sure exponential stability of solutions under the local Lipschitz condition and nonlinear growth condition. On the other hand, we also show the convergence in probability of numerical schemes under nonlinear growth condition. Finally, an example is provided to illustrate the theory.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Wei Mao, Surong You, Xuerong Mao,