Pages that link to "Item:Q409884"

The following pages link to Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method (Q409884):

Displaying 30 items.

• Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation (Q273262) (← links)
• 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)
• Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q278433) (← links)
• Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method (Q313609) (← links)
• 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)
• An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion (Q668885) (← links)
• Exponential stability of numerical solution to neutral stochastic functional differential equation (Q669378) (← links)
• Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
• Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations (Q1688846) (← links)
• Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients (Q1713194) (← links)
• Sufficient conditions on the exponential stability of neutral stochastic differential equations with time-varying delays (Q1724006) (← links)
• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
• Almost surely exponential stability of numerical solutions for stochastic pantograph equations (Q1724898) (← links)
• Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) (← links)
• Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations (Q1997114) (← links)
• Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations (Q2005996) (← links)
• Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching (Q2008552) (← links)
• Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
• On exponential stability of hybrid neutral stochastic differential delay equations with different structures (Q2061220) (← links)
• Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (Q2072758) (← links)
• Exponential stability of highly nonlinear hybrid NSDEs with multiple time-dependent delays and different structures and the Euler-Maruyama method (Q2125311) (← links)
• Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
• Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations (Q2360720) (← links)
• Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth (Q2363669) (← links)
• Numerical solution to highly nonlinear neutral-type stochastic differential equation (Q2419489) (← 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)
• Numerical approximation of nonlinear neutral stochastic functional differential equations (Q2511156) (← links)
• An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay (Q6058515) (← links)
• On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay (Q6143612) (← links)
• The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)