Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations
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Cites work
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- Almost sure exponential stability of neutral stochastic differential difference equations
- Approximate solutions for a class of stochastic evolution equations with variable delays
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
- Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- Khasminskii-type theorems for stochastic functional differential equations
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
- Random differential equations in science and engineering
- Stochastic Differential Equations with Markovian Switching
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
- Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
- The partially truncated Euler-Maruyama method and its stability and boundedness
- The truncated Euler-Maruyama method for stochastic differential equations
Cited in
(29)- The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
- The truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise
- Advances in the truncated Euler-Maruyama method for stochastic differential delay equations
- Theoretical and numerical analysis of a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations
- Existence and asymptotic behavior of square-mean S-asymptotically periodic solutions for stochastic evolution equation involving delay
- Stability of the analytic solution and the partially truncated Euler–Maruyama method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
- Convergence rate of the truncated Milstein method of stochastic differential delay equations
- Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition
- The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition
- Strong convergence of the truncated Milstein numerical solution of neutral stochastic delay differential equations
- Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments
- Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type
- Symmetry determination and nonlinearization of a nonlinear time-fractional partial differential equation
- The truncated EM method for stochastic differential equations with Poisson jumps
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations
- Truncated Milstein method for non-autonomous stochastic differential equations and its modification
- Convergence of the balanced Euler method for a class of stochastic Volterra integro-differential equations with non-globally Lipschitz continuous coefficients
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations
- A Fokker-Planck equation with a fractional derivative along the trajectory of motion with conservation law
- Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching
- The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition
- Approximate solutions to fractional boundary value problems by wavelet decomposition methods
- The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays
- Convergence rates of full-implicit truncated Euler-Maruyama method for stochastic differential equations
- Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations
- Convergence and stability of the balanced Euler method for stochastic pantograph differential equations with Markovian switching
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