Pages that link to "Item:Q4827613"
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The following pages link to Numerical Solutions of Stochastic Functional Differential Equations (Q4827613):
Displayed 16 items.
- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
- Stochastic suppression and stabilization of functional differential equations (Q616965) (← links)
- Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
- The W-transform in stability analysis for stochastic linear functional difference equations (Q764962) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
- Stochastic modeling of particle movement with application to marine biology and oceanography (Q993795) (← links)
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
- Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
- An approximate method via Taylor series for stochastic functional differential equations (Q1043908) (← links)
- One-step approximations for stochastic functional differential equations (Q2490728) (← links)
- Approximate solutions of stochastic differential delay equations with Markovian switching (Q2496259) (← links)
- The Pathwise Convergence of Approximation Schemes for Stochastic Differential Equations (Q3091946) (← links)
- Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations (Q3091959) (← links)
- On the Moments of the Modulus of Continuity of Itô Processes (Q3405554) (← links)