M. Milosevic

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Person:275073

Available identifiers

zbMath Open milosevic.marijaMaRDI QIDQ275073

List of research outcomes





PublicationDate of PublicationType
Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay2025-01-22Paper
An approximate Taylor method for Stochastic Functional Differential Equations via polynomial condition2023-03-06Paper
Stochastic serotonin model with discontinuous drift2022-05-20Paper
Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]2022-01-11Paper
Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations2021-03-01Paper
Divergence of the backward Euler method for ordinary stochastic differential equations2019-11-27Paper
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 conditions2019-06-24Paper
An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion2019-03-19Paper
Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method2016-09-12Paper
Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay2016-05-02Paper
Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation2016-04-25Paper
The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments2016-02-04Paper
On the approximations of solutions to stochastic differential delay equations with Poisson random measure via Taylor series2015-06-26Paper
Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation2015-02-19Paper
Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay2015-01-08Paper
A multiscale MD-FE model of diffusion in composite media with internal surface interaction based on numerical homogenization procedure2014-10-09Paper
Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method2012-04-15Paper
An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay2011-07-08Paper
A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching2011-05-10Paper
An approximate method via Taylor series for stochastic functional differential equations2009-12-10Paper

Research outcomes over time

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