Pages that link to "Item:Q1595879"

The following pages link to Continuous \(\Theta\)-methods for the stochastic pantograph equation (Q1595879):

Displaying 41 items.

• Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation (Q275074) (← links)
• Robust \(H_\infty\) filter design for Itô stochastic pantograph systems (Q474610) (← links)
• A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching (Q534838) (← links)
• Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
• Pathwise estimation of stochastic differential equations with Unbounded delay and its application to stochastic pantograph equations (Q625520) (← links)
• General decay pathwise stability of neutral stochastic differential equations with unbounded delay (Q644644) (← links)
• The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
• The \(\alpha \)th moment stability for the stochastic pantograph equation (Q732113) (← links)
• Convergence of numerical solutions to stochastic pantograph equations with Markovian switching (Q732504) (← links)
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
• \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
• Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude (Q904612) (← links)
• Numerical analysis of the balanced implicit methods for stochastic pantograph equations with jumps (Q907549) (← links)
• Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q984198) (← links)
• The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559) (← links)
• Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation (Q1025884) (← links)
• Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
• Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients (Q1663553) (← links)
• Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations (Q1688846) (← links)
• The stochastic \(\Theta\)-method for nonlinear stochastic Volterra integro-differential equations (Q1724442) (← links)
• Almost surely exponential stability of numerical solutions for stochastic pantograph equations (Q1724898) (← links)
• \(p\)th moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise (Q1726479) (← links)
• Numerical approximation for nonlinear stochastic pantograph equations with Markovian switching (Q1733520) (← links)
• The global solutions and moment boundedness of stochastic multipantograph equations (Q1788512) (← links)
• The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations (Q2008402) (← links)
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations (Q2017241) (← links)
• \(p\)th moment exponential stability of neutral stochastic pantograph differential equations with Markovian switching (Q2045961) (← links)
• Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability (Q2103655) (← links)
• Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (Q2123633) (← links)
• \(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise (Q2162274) (← links)
• Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay (Q2188139) (← links)
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size (Q2223875) (← links)
• The \(p\)th moment asymptotical ultimate boundedness of pantograph stochastic differential equations with time-varying coefficients (Q2235033) (← links)
• Numerical analysis of the balanced methods for stochastic Volterra integro-differential equations (Q2245745) (← links)
• The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise (Q2291122) (← links)
• Convergence rate of Euler-Maruyama scheme for stochastic pantograph differential equations (Q2299813) (← links)
• Approximate solutions of hybrid stochastic pantograph equations with Levy jumps (Q2319016) (← links)
• A constructive comparison technique for determining the asymptotic behaviour of linear functional differential equations with unbounded delay (Q2430296) (← links)
• One-step approximations for stochastic functional differential equations (Q2490728) (← links)
• Asymptotical mean-square stability of linear<i>θ</i>-methods for stochastic pantograph differential equations: variable stepsize and transformation approach (Q5072010) (← links)
• Ulam–Hyers stability of pantograph fractional stochastic differential equations (Q6182969) (← links)