Advances in the truncated Euler-Maruyama method for stochastic differential delay equations
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Recommendations
- The truncated Euler-Maruyama method for stochastic differential delay equations
- Convergence rate of the truncated Milstein method of stochastic differential delay equations
- Strong convergence of the truncated Euler-Maruyama method for neutral stochastic differential delay equation
- Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations
- Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
Cites work
- A note on the LaSalle-type theorems for stochastic differential delay equations
- Discretization of asymptotically stable stationary solutions of delay differential equations with a random stationary delay
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 192908 (Why is no real title available?)
- scientific article; zbMATH DE number 1252483 (Why is no real title available?)
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
- On stabilization of partial differential equations by noise
- Random differential inequalities
- Stochastic differential equations and applications.
- Stochastic Equations in Infinite Dimensions
- The truncated EM method for stochastic differential equations with Poisson jumps
- The truncated Euler-Maruyama method for stochastic differential delay equations
- The truncated Euler-Maruyama method for stochastic differential equations
Cited in
(15)- The truncated Euler-Maruyama method for stochastic differential delay equations
- Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations
- Convergence rate of the truncated Milstein method of stochastic differential delay equations
- Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition
- The truncated Euler-Maruyama method for stochastic differential equations
- Convergence rates of truncated theta-EM scheme for SDDEs
- Strong convergence of the truncated Euler-Maruyama method for neutral stochastic differential delay equation
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients
- Numerical approximations of stochastic delay differential equations with delayed impulses
- Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
- Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
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