Pages that link to "Item:Q1646675"

The following pages link to The truncated Euler-Maruyama method for stochastic differential delay equations (Q1646675):

Displaying 24 items.

• Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods (Q826698) (← links)
• A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
• Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Advances in the truncated Euler-Maruyama method for stochastic differential delay equations (Q2175704) (← links)
• An iterative shifted Chebyshev method for nonlinear stochastic Itô-Volterra integral equations (Q2178394) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay (Q2199791) (← links)
• Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
• Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition (Q2284759) (← links)
• Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations (Q2315868) (← links)
• Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations (Q2318304) (← links)
• The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching (Q5111988) (← links)
• The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition (Q5881402) (← links)
• The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← links)
• Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (Q6058694) (← links)
• Hybrid stochastic functional differential equations with infinite delay: approximations and numerics (Q6094876) (← links)
• Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
• Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes (Q6107316) (← links)
• The truncated Euler-Maruyama method of one-dimensional stochastic differential equations involving the local time at point zero (Q6112113) (← links)
• The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)