Pages that link to "Item:Q4291885"
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The following pages link to Approximate solutions for a class of stochastic evolution equations with variable delays. II (Q4291885):
Displaying 21 items.
- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
- Carathéodory approximate solutions for a class of semilinear stochastic evolution equations with time delays (Q1269653) (← links)
- Faedo-Galerkin approximate solutions of a neutral stochastic fractional differential equation with finite delay (Q1631435) (← links)
- Approximate solutions for a class of doubly perturbed stochastic differential equations (Q1711275) (← links)
- Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition (Q1861323) (← links)
- Weak convergence of delay SDEs with applications to Carathéodory approximation (Q2162616) (← links)
- The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions (Q2271413) (← links)
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients (Q2301355) (← links)
- An explicit positivity preserving numerical scheme for CIR/CEV type delay models with jump (Q2315818) (← links)
- Carathéodory approximations and stability of solutions to non-Lipschitz stochastic fractional differential equations of Itô-Doob type (Q2318207) (← links)
- Numerical Solutions of Stochastic Differential Delay Equations with Jumps (Q3391782) (← links)
- On approximate solution of stochastic delay evolution equation in infinite dimensions (Q4386123) (← links)
- Numerical Solutions of Stochastic Functional Differential Equations (Q4827613) (← links)
- Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (Q4923217) (← links)
- Approximation properties for solutions to Itô–Doob stochastic fractional differential equations with non-Lipschitz coefficients (Q5228831) (← links)
- Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary (Q5240642) (← links)
- Relatively exact controllability for higher-order fractional stochastic delay differential equations (Q6077077) (← links)
- The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients (Q6126083) (← links)
- Some types of Carathéodory scheme for Caputo stochastic fractional differential equations in \(L^p\) spaces (Q6185710) (← links)