| Publication | Date of Publication | Type |
|---|
Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay
Stochastic Analysis and Applications | 2025-01-22 | Paper |
An approximate Taylor method for Stochastic Functional Differential Equations via polynomial condition
Analele Universitatii "Ovidius" Constanta - Seria Matematica | 2023-03-06 | Paper |
Stochastic serotonin model with discontinuous drift
Mathematics and Computers in Simulation | 2022-05-20 | Paper |
Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
Filomat | 2022-01-11 | Paper |
Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations
Mathematics and Computers in Simulation | 2021-03-01 | Paper |
Divergence of the backward Euler method for ordinary stochastic differential equations
Numerical Algorithms | 2019-11-27 | Paper |
Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions
Calcolo | 2019-06-24 | Paper |
An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion
Applied Mathematics and Computation | 2019-03-19 | Paper |
Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
Journal of Computational and Applied Mathematics | 2016-09-12 | Paper |
Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay
Applied Mathematics and Computation | 2016-05-02 | Paper |
Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
Applied Mathematics and Computation | 2016-04-25 | Paper |
The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
Journal of Computational and Applied Mathematics | 2016-02-04 | Paper |
On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series
Filomat | 2015-06-26 | Paper |
Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
Mathematical and Computer Modelling | 2015-02-19 | Paper |
Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
Journal of Computational and Applied Mathematics | 2015-01-08 | Paper |
A multiscale MD-FE model of diffusion in composite media with internal surface interaction based on numerical homogenization procedure
Computer Methods in Applied Mechanics and Engineering | 2014-10-09 | Paper |
Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
Mathematical and Computer Modelling | 2012-04-15 | Paper |
An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay
Journal of Computational and Applied Mathematics | 2011-07-08 | Paper |
A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
Mathematical and Computer Modelling | 2011-05-10 | Paper |
An approximate method via Taylor series for stochastic functional differential equations
Journal of Mathematical Analysis and Applications | 2009-12-10 | Paper |
