Pages that link to "Item:Q5386190"
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The following pages link to Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations (Q5386190):
Displayed 50 items.
- Stability of equilibria of randomly perturbed maps (Q523998) (← links)
- Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908) (← links)
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations (Q609207) (← links)
- Stochastic suppression and stabilization of functional differential equations (Q616965) (← links)
- Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations (Q638100) (← links)
- Khasminskii-type theorems for stochastic functional differential equations with infinite delay (Q643243) (← links)
- Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations (Q659497) (← links)
- Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks (Q669413) (← links)
- The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations (Q696047) (← links)
- The W-transform in stability analysis for stochastic linear functional difference equations (Q764962) (← links)
- Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
- Almost sure stability and stabilization of discrete-time stochastic systems (Q899117) (← links)
- General decay stability for stochastic functional differential equations with infinite delay (Q965871) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
- Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay (Q984744) (← links)
- Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations (Q1622727) (← links)
- Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations (Q1636773) (← links)
- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
- Moment Lyapunov exponent for three-dimensional system under real noise excitation (Q1686734) (← links)
- Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme (Q1696858) (← links)
- Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (Q1713167) (← links)
- Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
- The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation (Q1724553) (← links)
- Almost surely exponential stability of numerical solutions for stochastic pantograph equations (Q1724898) (← links)
- Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations (Q1736415) (← links)
- Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps (Q1740134) (← links)
- Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
- Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313) (← links)
- Stability analysis of time-varying discrete stochastic systems with multiplicative noise and state delays (Q1796683) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
- Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks (Q2008809) (← links)
- Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations (Q2058403) (← links)
- Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
- Stationary distribution, extinction, density function and periodicity of an \(n\)-species competition system with infinite distributed delays and nonlinear perturbations (Q2083299) (← links)
- Strong convergence and almost sure exponential stability of balanced numerical approximations to stochastic delay Hopfield neural networks (Q2096324) (← links)
- On stability of solutions of stochastic delay differential equations (Q2107623) (← links)
- Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations (Q2124262) (← links)
- Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model (Q2161030) (← links)
- Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
- \(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations (Q2175601) (← links)
- Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation (Q2192632) (← links)
- First-order weak balanced schemes for stochastic differential equations (Q2195961) (← links)
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486) (← links)
- Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods (Q2242666) (← links)
- Mean square polynomial stability of numerical solutions to a class of stochastic differential equations (Q2251704) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← links)
- Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations (Q2252758) (← links)
- Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition (Q2255715) (← links)