Pages that link to "Item:Q550108"

The following pages link to An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay (Q550108):

Displaying 8 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)
• 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)
• Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching (Q2008552) (← 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)
• A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition (Q5073882) (← links)
• On the approximations of solutions to stochastic differential equations under polynomial condition (Q5084993) (← links)