Pages that link to "Item:Q5169628"
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The following pages link to Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations (Q5169628):
Displayed 13 items.
- Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (Q307360) (← links)
- Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation (Q316375) (← links)
- Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (Q356152) (← links)
- Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
- The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
- Numerical preservation issues in stochastic dynamical systems by \(\vartheta\)-methods (Q2136218) (← links)
- Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations (Q2173342) (← links)
- A Stable Numerical Scheme for Stochastic Differential Equations with Multiplicative Noise (Q4976104) (← links)
- Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise (Q4979806) (← links)
- Corrigendum: On the use of a discrete form of the Itô formula in the article ‘Almost sure asymptotic stability analysis of the -Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations’ (Q5169607) (← links)
- On target-oriented control of Hénon and Lozi maps (Q6065913) (← links)
- Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods (Q6096991) (← links)