Convergence of semi-implicit Euler method for nonlinear stochastic delay differential equations
convergenceerror analysisinterpolationnonlinear stochastic delay differential equationssemi-implicit Euler methods
Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for functional-differential equations (65L03) Stability and convergence of numerical methods for ordinary differential equations (65L20)
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
- Convergence analysis of semi-implicit Euler method for nonlinear stochastic delay differential equations of neutral type
- Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations
- The semi-implicit Euler method for stochastic differential delay equation with jumps
- A semi-discretization method for delayed stochastic systems
- On the convergence analysis of the inexact linearly implicit Euler scheme for a class of stochastic partial differential equations
- Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations
- The proof of the local convergence of the semi-implicit Euler method for a linear stochastic differential delay equation
- Convergence analysis of semi-implicit Euler method for nonlinear stochastic delay differential equations of neutral type
- scientific article; zbMATH DE number 6746774 (Why is no real title available?)
- Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
- Convergence and stability of Euler method for impulsive stochastic delay differential equations
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- The Euler scheme and its convergence for impulsive delay differential equations
- A note on convergence of semi-implicit Euler methods for stochastic pantograph equations
This page was built for publication: Convergence of semi-implicit Euler method for nonlinear stochastic delay differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3403472)
