Numerical Solutions of Stochastic Functional Differential Equations
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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- Introduction to the numerical analysis of stochastic delay differential equations
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
Cited in
(65)- Stabilization and destabilization of nonlinear stochastic differential delay equations
- Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
- Existence and Stability Results for Stochastic Fractional Delay Differential Equations with Gaussian Noise
- Numerical and mathematical analysis of blow-up problems for a stochastic differential equation
- Reduced oviposition period promotes blowfly population extinction in Nicholson’s model
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions
- Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems
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- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching
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- An averaging principle for stochastic differential delay equations with fractional Brownian motion
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- Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods
- Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching
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