Pages that link to "Item:Q2496261"
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The following pages link to Mean-square stability properties of an adaptive time-stepping SDE solver (Q2496261):
Displayed 6 items.
- Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations (Q609207) (← links)
- On mean-square stability properties of a new adaptive stochastic Runge-Kutta method (Q1002194) (← links)
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
- Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations (Q2465405) (← links)
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations (Q2469616) (← links)