Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments (Q6056220): Difference between revisions

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scientific article; zbMATH DE number 7756756

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English	Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments	scientific article; zbMATH DE number 7756756

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instance of

scholarly article

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title

Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments (English)

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zbMATH Open document ID

1522.65013

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DOI

10.1016/j.cam.2023.115549

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Journal of Computational and Applied Mathematics

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publication date

30 October 2023

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Mathematics Subject Classification ID

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local Lipschitz continuous

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superlinearly growing coefficients

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explicit method

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convergence rate

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mean square exponential stability

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MaRDI profile type

MaRDI publication profile

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cites work

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

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Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control

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

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

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

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Convergence of the Euler method of 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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Analysis and robust \(H_\infty\) control for systems of stochastic differential equations with piecewise constant arguments

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Higher-order implicit strong numerical schemes for stochastic differential equations

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Q5429735

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

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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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Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments

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Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation

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Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments

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Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

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The truncated Euler-Maruyama method for stochastic differential equations

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Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps

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Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

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The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise

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The partially truncated Euler-Maruyama method and its stability and boundedness

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Strong convergence rates of modified truncated EM method for stochastic differential equations

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Sitelinks

Mathematics(1 entry)

mardi Publication:6056220

@@ 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 continuous-time hybrid stochastic differential equations by discrete-time feedback control
+Normal rank
@@ Property / cites work @@
+Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
+Normal rank
@@ Property / cites work @@
+Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions
+Normal rank
@@ Property / cites work @@
+Convergence of the Euler method of 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 @@
+Analysis and robust \(H_\infty\) control for systems of stochastic differential equations with piecewise constant arguments
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q5429735
@@ Property / cites work: Q5429735 / rank @@
+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 @@
+Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
+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 @@
+Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments
+Normal rank
@@ Property / cites work @@
+Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation
+Normal rank
@@ Property / cites work @@
+Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments
+Normal rank
@@ Property / cites work @@
+Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
+Normal rank
@@ Property / cites work @@
+The truncated Euler-Maruyama method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps
+Normal rank
@@ Property / cites work @@
+Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments
+Normal rank
@@ Property / cites work @@
+The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise
+Normal rank
@@ Property / cites work @@
+The partially truncated Euler-Maruyama method and its stability and boundedness
+Normal rank
@@ Property / cites work @@
+Strong convergence rates of modified truncated EM method for stochastic differential equations
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:6056220