The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition (Q5881402): Difference between revisions

Latest revision as of 16:53, 31 July 2024

scientific article; zbMATH DE number 7661756

Language	Label	Description	Also known as
English	The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition	scientific article; zbMATH DE number 7661756

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instance of

scholarly article

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title

The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition (English)

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DOI

10.4208/jcm.2109-m2021-0116

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Journal of Computational Mathematics

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publication date

10 March 2023

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Mathematics Subject Classification ID

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stochastic differential equations

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piecewise continuous argument

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one-sided Lipschitz condition

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truncated Euler-Maruyama method

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.4208/jcm.2109-m2021-0116

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Persistence and global stability in a population model

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Global stability and chaos in a population model with piecewise constant arguments

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Existence and exponential stability of solutions for stochastic cellular neural networks with piecewise constant argument

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Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay

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Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations

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Q4858399

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Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

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Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

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A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications

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Mean Square Stability and Dissipativity of Split-Step Theta Method for Nonlinear Neutral Stochastic Delay Differential Equations with Poisson Jumps

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Stability of the Stochastic θ-Method for Super-Linear Stochastic Differential Equations with Unbounded Delay

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Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching

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Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments

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Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments

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The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments

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Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions

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Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients

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The truncated Euler-Maruyama method for stochastic differential equations

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Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations

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Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations

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Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations

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The truncated Euler-Maruyama method for stochastic differential delay equations

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The improved LaSalle-type theorems for stochastic functional differential equations

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Q5429735

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Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods

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Sitelinks

Mathematics(1 entry)

mardi Publication:5881402

@@ Property / Wikidata QID @@
+Q117217807
@@ Property / Wikidata QID: Q117217807 / rank @@
+Normal rank
@@ Property / cites work @@
+Persistence and global stability in a population model
+Normal rank
@@ Property / cites work @@
+Global stability and chaos in a population model with piecewise constant arguments
+Normal rank
@@ Property / cites work @@
+Existence and exponential stability of solutions for stochastic cellular neural networks with piecewise constant argument
+Normal rank
@@ Property / cites work @@
+Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
+Normal rank
@@ Property / cites work @@
+Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
+Normal rank
@@ Property / cites work @@
+Q4858399
@@ Property / cites work: Q4858399 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
+Normal rank
@@ Property / cites work @@
+Mean Square Stability and Dissipativity of Split-Step Theta Method for Nonlinear Neutral Stochastic Delay Differential Equations with Poisson Jumps
+Normal rank
@@ Property / cites work @@
+Stability of the Stochastic θ-Method for Super-Linear Stochastic Differential Equations with Unbounded Delay
+Normal rank
@@ Property / cites work @@
+Convergence Rate of the Truncated Euler-Maruyama Method for Neutral Stochastic Differential Delay Equations with Markovian Switching
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
+Normal rank
@@ Property / cites work @@
+Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
+Normal rank
@@ Property / cites work @@
+The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions
+Normal rank
@@ Property / cites work @@
+Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+The truncated Euler-Maruyama method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations
+Normal rank
@@ Property / cites work @@
+The truncated Euler-Maruyama method for stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+The improved LaSalle-type theorems for stochastic functional differential equations
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods
+Normal rank