Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations
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Publication:1997114
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Cites work
- scientific article; zbMATH DE number 1232374 (Why is no real title available?)
- scientific article; zbMATH DE number 2110604 (Why is no real title available?)
- A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations
- Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
- Stability and boundedness of nonlinear hybrid stochastic differential delay equations
- Stochastic Differential Equations with Markovian Switching
- Stochastic differential delay equations with jumps, under nonlinear growth condition
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
Cited in
(3)- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
- Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method
- Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay
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