Pages that link to "Item:Q475669"
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The following pages link to Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669):
Displaying 30 items.
- Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963) (← links)
- Property and numerical simulation of the Ait-Sahalia-Rho model with nonlinear growth conditions (Q523974) (← 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)
- Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (Q1639522) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
- Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935) (← links)
- The projected explicit Itô-Taylor methods for stochastic differential equations under locally Lipschitz conditions and polynomial growth conditions (Q1757364) (← links)
- Strong convergence of compensated split-step theta methods for SDEs with jumps under monotone condition (Q2007649) (← links)
- Positivity preserving logarithmic Euler-Maruyama type scheme for stochastic differential equations (Q2038153) (← links)
- Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations (Q2124262) (← links)
- The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching (Q2144133) (← links)
- A theta-scheme approximation of basic reproduction number for an age-structured epidemic system in a finite horizon (Q2160765) (← links)
- Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations (Q2173342) (← links)
- Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation (Q2192632) (← 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)
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition (Q2222182) (← links)
- Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition (Q2284759) (← links)
- Analysis of non-negativity and convergence of solution of the balanced implicit method for the delay Cox-Ingersoll-Ross model (Q2359660) (← links)
- Numerical solution to highly nonlinear neutral-type stochastic differential equation (Q2419489) (← links)
- Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (Q2667126) (← links)
- Numerical solution of stochastic state-dependent delay differential equations: convergence and stability (Q2670605) (← links)
- Double-implicit and split two-step Milstein schemes for stochastic differential equations (Q2958270) (← links)
- Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients (Q4997856) (← links)
- Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2] (Q5019812) (← links)
- Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations (Q5026490) (← links)
- A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions (Q5031218) (← links)
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations (Q5859043) (← links)
