Pages that link to "Item:Q2252811"

The following pages link to Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811):

Displaying 39 items.

• Mean square stability of two classes of theta method for neutral stochastic differential delay equations (Q277194) (← links)
• Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
• Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963) (← links)
• Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
• A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments (Q1615837) (← links)
• Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations (Q1622727) (← links)
• Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771) (← links)
• Mean square stability of two classes of theta methods for numerical computation and simulation of delayed stochastic Hopfield neural networks (Q1643863) (← links)
• Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion (Q1713802) (← links)
• Strong convergence of the split-step theta method for stochastic delay differential equations with nonglobally Lipschitz continuous coefficients (Q1722210) (← links)
• The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation (Q1724553) (← links)
• Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations (Q1736415) (← links)
• Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps (Q1740134) (← links)
• Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (Q1743923) (← links)
• Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935) (← links)
• Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations (Q2005996) (← links)
• Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps (Q2007502) (← links)
• Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations (Q2007577) (← links)
• Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks (Q2008809) (← links)
• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
• Numerical analysis of the balanced implicit method for stochastic age-dependent capital system with Poisson jumps (Q2010734) (← links)
• Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
• A two-parameter Milstein method for stochastic Volterra integral equations (Q2059626) (← links)
• The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
• Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
• Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation (Q2192632) (← links)
• Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method (Q2196035) (← links)
• Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations (Q2196048) (← links)
• Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient (Q2196055) (← links)
• Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition (Q2222182) (← links)
• Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition (Q2255715) (← links)
• Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition (Q2284759) (← links)
• Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations (Q2345687) (← links)
• Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
• Stability of stochastic SIRS epidemic models with saturated incidence rates and delay (Q2968180) (← 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)
• Two-step Maruyama schemes for nonlinear stochastic differential delay equations (Q5743193) (← links)
• Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations (Q5859043) (← links)