Stability of stochastic<i>θ</i>-methods for stochastic delay integro-differential equations (Q3008351): Difference between revisions

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+Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
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+Numerical Methods for Delay Differential Equations
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+MS-stability of the Euler--Maruyama method for stochastic differential delay equations
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+Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
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+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
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+A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag
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+Q4004325
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+Normal rank
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+Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
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+Razumikhin-type theorems on exponential stability of stochastic functional differential equations
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+Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
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+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
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+Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations
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+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
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+Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching
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+An analysis of stability of Milstein method for stochastic differential equations with delay
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+The split-step backward Euler method for linear stochastic delay differential equations
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