Pages that link to "Item:Q278433"

The following pages link to Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q278433):

Displayed 11 items.

• Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (Q484872) ‎ (← links)
• Stochastic \(H_{2}/H_\infty\) control of nonlinear systems with time-delay and state-dependent noise (Q669377) ‎ (← links)
• Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) ‎ (← links)
• Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching (Q2008552) ‎ (← links)
• Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) ‎ (← links)
• Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) ‎ (← links)
• Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) ‎ (← links)
• Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions (Q2424215) ‎ (← links)
• Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2] (Q5019812) ‎ (← links)
• Almost sure and <i>p</i>th moment stability of uncertain differential equations with time-varying delay (Q6048110) ‎ (← links)
• On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay (Q6143612) ‎ (← links)