The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309): Difference between revisions

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+Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition
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+Numerical approximation of irregular SDEs via Skorokhod embeddings
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+Q4463035
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+Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
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+A note on Euler's approximations
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+Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
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+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
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+Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients
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+On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients
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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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+Stability of regime-switching stochastic differential equations
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Asymptotic moment boundedness of the numerical solutions of stochastic differential equations
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+Robustness of exponential stability of stochastic differential delay equations
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+Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
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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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+Stochastic Differential Equations with Markovian Switching
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+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
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+On the pathwise approximation of stochastic differential equations
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+Khasminskii-type theorems for stochastic functional differential equations
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+$V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs
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+A Fundamental Mean-Square Convergence Theorem for SDEs with Locally Lipschitz Coefficients and Its Applications
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