Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme (Q1696858): Difference between revisions

@@ Property / author @@
-Fei Qi Deng
@@ Property / author: Fei Qi Deng / rank @@
-Normal rank
@@ Property / author @@
+Fei Qi Deng
@@ Property / author: Fei Qi Deng / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.apnum.2018.01.016
+Normal rank
@@ Property / OpenAlex ID @@
+W2793551052
@@ Property / OpenAlex ID: W2793551052 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+A novel result on stability analysis for uncertain neutral stochastic time-varying delay systems
+Normal rank
@@ Property / cites work @@
+Introduction to functional differential equations
@@ Property / cites work: Introduction to functional differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stability in distribution of neutral stochastic functional differential equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Exponential mean square stability of numerical methods for systems of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Razumikhin-Type Theorems on Stability of Neutral Stochastic Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems
+Normal rank
@@ Property / cites work @@
+The p-th moment exponential stability of neutral stochastic functional differential equations
+Normal rank
@@ Property / cites work @@
+Razumikhin-type exponential stability criteria of neutral stochastic functional differential equations
+Normal rank
@@ Property / cites work @@
+Neutral Stochastic Differential Delay Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks
+Normal rank
@@ Property / cites work @@
+Mean square stability of two classes of theta method for neutral stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+New criteria on exponential stability of neutral stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Exponential stability in mean square of neutral stochastic differential functional equations
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
+Normal rank
@@ Property / cites work @@
+The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
+Normal rank
@@ Property / cites work @@
+Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4215883
@@ Property / cites work: Q4215883 / rank @@
+Normal rank
@@ Property / cites work @@
+The Invariance of Asymptotic Laws of Linear Stochastic Systems under Discretization
+Normal rank