Mean Square Stability and Dissipativity of Split-Step Theta Method for Stochastic Delay Differential Equations with Poisson White Noise Excitations

Haiyan Yuan, Jihong Shen, Cheng Song. Mean Square Stability and Dissipativity of Split-Step Theta Method for Stochastic Delay Differential Equations with Poisson White Noise Excitations. In Radek Silhavy, Roman Senkerik, Zuzana Komínková Oplatková, Petr Silhavy, Zdenka Prokopova, editors, Automation Control Theory Perspectives in Intelligent Systems - Proceedings of the 5th Computer Science On-line Conference 2016 (CSOC2016), Vol 3. Volume 466 of Advances in Intelligent Systems and Computing, pages 87-97, Springer, 2016. [doi]

Authors

Haiyan Yuan

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Jihong Shen

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Cheng Song

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