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 43 items.
- Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations (Q2285947) (← links)
- Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition (Q2323481) (← links)
- Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations (Q2332678) (← links)
- Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching (Q2345664) (← links)
- Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations (Q2410504) (← links)
- Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations (Q2439877) (← links)
- A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
- Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations (Q2469616) (← links)
- Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366) (← links)
- Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935) (← links)
- Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps (Q2974196) (← links)
- Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (Q2977959) (← links)
- Stochastic suppression and stabilization of delay differential systems (Q3085520) (← links)
- Lyapunov Functions for Almost Sure Exponential Stability (Q3296537) (← links)
- Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise (Q3630054) (← links)
- $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (Q4600707) (← links)
- Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations (Q4903489) (← links)
- Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (Q4923217) (← links)
- ON ESTIMATION OF TRANSIENT STOCHASTIC STABILITY OF LINEAR SYSTEMS (Q4932790) (← links)
- Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927) (← links)
- A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
- Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise (Q4979806) (← links)
- Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation (Q5031318) (← links)
- (Q5066180) (← links)
- Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments (Q5080702) (← links)
- Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
- (Q5155921) (← links)
- Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (Q5168660) (← links)
- Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations (Q5169628) (← links)
- On the numerical stability of simulation methods for SDEs under multiplicative noise in finance (Q5746752) (← links)
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations (Q5859043) (← links)
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
- Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (Q6058694) (← links)
- An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients (Q6073172) (← links)
- Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods (Q6096991) (← links)
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
- The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps (Q6107990) (← links)
- (Q6119107) (← links)
- Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model (Q6157444) (← links)
- Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model (Q6161955) (← links)
- Convergence Rates of Split-Step Theta Methods for SDEs with Non-Globally Lipschitz Diffusion Coefficients (Q6165526) (← links)
- Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process (Q6179864) (← links)