Pages that link to "Item:Q1841963"
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The following pages link to Introduction to the numerical analysis of stochastic delay differential equations (Q1841963):
Displayed 31 items.
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations (Q631930) (← links)
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
- The \(\alpha \)th moment stability for the stochastic pantograph equation (Q732113) (← links)
- Stochastic analysis of dynamical systems with delayed control forces (Q849623) (← links)
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- Stochastic delay differential equations for genetic regulatory networks (Q885917) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← 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)
- The split-step backward Euler method for linear stochastic delay differential equations (Q1006019) (← links)
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
- Numerical analysis of semilinear stochastic evolution equations in Banach spaces (Q1860425) (← links)
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition (Q1861323) (← links)
- A semi-discretization method for delayed stochastic systems (Q1883514) (← links)
- Convergence and stability of numerical solutions to a class of index 1 stochastic differential algebraic equations with time delay (Q2266981) (← links)
- The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions (Q2271413) (← links)
- Convergence of numerical solutions to stochastic delay differential equations with jumps (Q2369121) (← links)
- A simple estimator for discrete-time samples from affine stochastic delay differential equations (Q2430995) (← links)
- An analysis of stability of Milstein method for stochastic differential equations with delay (Q2475914) (← links)
- Exponential stability of numerical solutions to SDDEs with Markovian switching (Q2489369) (← links)
- Convergence and stability of numerical solutions to SDDEs with Markovian switching (Q2493691) (← links)
- Mean square convergence of one-step methods for neutral stochastic differential delay equations (Q2518671) (← links)
- Stability in Distribution of Numerical Solutions for Stochastic Differential Equations (Q3158173) (← links)
- Numerical Solutions of Stochastic Differential Delay Equations with Jumps (Q3391782) (← links)
- Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations (Q3427667) (← links)
- (Q3592322) (← links)
- Numerical Solutions of Stochastic Functional Differential Equations (Q4827613) (← links)