Pages that link to "Item:Q5190573"
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The following pages link to Stochastic differential delay equations with jumps, under nonlinear growth condition (Q5190573):
Displaying 19 items.
- 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)
- Stochastic population dynamics driven by Lévy noise (Q412436) (← 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)
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Convergence and non-negativity preserving of the solution of balanced method for the delay CIR model with jump (Q724558) (← links)
- Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations (Q1688846) (← links)
- Permanence and extinction of a stochastic delay logistic model with jumps (Q1718544) (← links)
- On a stochastic Lotka-Volterra competitive system with distributed delay and general Lévy jumps (Q1792982) (← links)
- Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations (Q1997114) (← links)
- Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching (Q2008552) (← links)
- Dynamics of an ecological system (Q2009494) (← links)
- Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
- On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations (Q2814459) (← links)
- Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps (Q2974196) (← links)
- Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (Q2977959) (← links)
- Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay (Q5086901) (← links)
- Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q6595226) (← links)