Pages that link to "Item:Q1879854"
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The following pages link to Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854):
Displayed 50 items.
- Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations (Q311994) (← links)
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
- Global asymptotic stability of a stochastic delayed predator-prey model with Beddington-DeAngelis functional response (Q505794) (← links)
- An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay (Q550108) (← links)
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
- Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations (Q631930) (← links)
- Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (Q639060) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← 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)
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
- Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← 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)
- Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q984198) (← links)
- The split-step backward Euler method for linear stochastic delay differential equations (Q1006019) (← links)
- Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation (Q1025884) (← links)
- On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
- Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps (Q1643369) (← links)
- On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations (Q1677662) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- Strong convergence of the split-step theta method for stochastic delay differential equations with nonglobally Lipschitz continuous coefficients (Q1722210) (← links)
- Almost sure and \(L^p\) convergence of split-step backward Euler method for stochastic delay differential equation (Q1724003) (← links)
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations (Q2007577) (← links)
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
- Convergence and stability of a numerical method for nonlinear stochastic pantograph equations (Q2017241) (← links)
- Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations (Q2124262) (← links)
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method (Q2196035) (← links)
- On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
- Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient (Q2196055) (← links)
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811) (← links)
- Approximate solutions of hybrid stochastic pantograph equations with Levy jumps (Q2319016) (← links)
- A numerical method for forward-backward stochastic equations with delay and anticipated term (Q2322581) (← links)
- An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
- S-ROCK methods for stochastic delay differential equations with one fixed delay (Q2423520) (← links)
- A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714) (← links)
- Split-step \({\theta}\)-method for stochastic delay differential equations (Q2448647) (← links)
- A derivative-free explicit method with order 1.0 for solving stochastic delay differential equations (Q2453180) (← links)
- One-step approximations for stochastic functional differential equations (Q2490728) (← links)
- Stability analysis of a stochastic logistic model with infinite delay (Q2513462) (← links)
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations (Q2566265) (← links)
- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
- Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
- On the Moments of the Modulus of Continuity of Itô Processes (Q3405554) (← links)
- Error Analysis for D-Leaping Scheme of Chemical Reaction System with Delay (Q4601614) (← links)
- Utilizing Topological Data Analysis for Studying Signals of Time-Delay Systems (Q4637234) (← links)
- The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus (Q5388155) (← links)
- Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)