The improved split-step backward Euler method for stochastic differential delay equations (Q3101629): Difference between revisions

@@ Property / cites work @@
+Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations
+Normal rank
@@ Property / cites work @@
+Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Delay Differential Equations
+Normal rank
@@ Property / cites work @@
+Numerical methods for strong solutions of stochastic differential equations: an overview
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
+Normal rank
@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for nonlinear stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
+Normal rank
@@ Property / cites work @@
+Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Pathwise approximation of stochastic differential equations on domains: Higher order convergence rates without global Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
+Normal rank
@@ Property / cites work @@
+Q4303533
@@ Property / cites work: Q4303533 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
+Normal rank
@@ Property / cites work @@
+Numerical solutions of stochastic differential delay equations under local Lipschitz condition
+Normal rank
@@ Property / cites work @@
+Numerical Integration of Stochastic Differential Equations with Nonglobally Lipschitz Coefficients
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Stability of numerical methods for delay differential equations
+Normal rank
@@ Property / cites work @@
+Compensated stochastic theta methods for stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+The split-step backward Euler method for linear stochastic delay differential equations
+Normal rank