Pages that link to "Item:Q1043908"
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The following pages link to An approximate method via Taylor series for stochastic functional differential equations (Q1043908):
Displayed 10 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)
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method (Q409884) (← 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)
- A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching (Q534838) (← links)
- An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay (Q550108) (← links)
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
- The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (Q908365) (← links)
- Taylor approximation of stochastic functional differential equations with the Poisson jump (Q1682171) (← links)
- The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus (Q5388155) (← links)