Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching (Q1733520): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2016.03.040 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2342534659 / rank
 
Normal rank
Property / cites work
 
Property / cites work: DECAY AND GROWTH RATES OF SOLUTIONS OF SCALAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY AND STATE DEPENDENT NOISE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous \(\Theta\)-methods for the stochastic pantograph equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controllability for neutral stochastic functional differential inclusions with infinite delay in abstract space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The \(\alpha \)th moment stability for the stochastic pantograph equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controllability of neutral functional differential equations with infinite delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Kolmogorov-type population dynamics with infinite distributed delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of numerical solutions to stochastic pantograph equations with Markovian switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability analysis of stochastic functional differential equations with infinite delay and its application to recurrent neural networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4303533 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model / rank
 
Normal rank
Property / cites work
 
Property / cites work: The existence and uniqueness of the solution for stochastic functional differential equations with infinite delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential stability for nonlinear hybrid stochastic pantograph equations and numerical approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic functional differential equations with infinite delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Kolmogorov-type system with infinite delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost surely exponential stability of numerical solutions for stochastic pantograph equations / rank
 
Normal rank

Revision as of 20:09, 18 July 2024

scientific article
Language Label Description Also known as
English
Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching
scientific article

    Statements

    Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching (English)
    0 references
    0 references
    0 references
    21 March 2019
    0 references
    strong convergence
    0 references
    polynomial growth conditions
    0 references
    moment boundedness
    0 references
    backward Euler-Maruyama method
    0 references
    Markovian switching
    0 references
    exponential stability
    0 references
    0 references

    Identifiers