Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
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Itô formula for stochastic delay differential equationslinear multi-step Maruyama methodsstochastic delay differential equationsstrong convergence
Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)
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Cited in
(23)- The split-step backward Euler method for linear stochastic delay differential equations
- On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations
- Generalized seizures in a neural field model with bursting dynamics
- Numerical investigation of noise induced changes to the solution behaviour of the discrete FitzHugh-Nagumo equation
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
- Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
- Generalized two-step Maruyama methods for stochastic differential equations
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- Double-implicit and split two-step Milstein schemes for stochastic differential equations
- Utilizing topological data analysis for studying signals of time-delay systems
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
- Simulations of two-step Maruyama methods for nonlinear stochastic delay differential equations
- Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations
- Compensated two-step Maruyama methods for stochastic differential equations with Poisson jumps
- Two-step Maruyama schemes for nonlinear stochastic differential delay equations
- Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations
- Almost sure exponential numerical stability of balanced Maruyama with two step approximations of stochastic time delay Hopfield neural networks
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- Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations
- Characterization of bistability for stochastic multistep methods
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations
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