Asymptotic moment boundedness of the numerical solutions of stochastic differential equations

DOI10.1016/J.CAM.2013.03.037MaRDI QIDQ2453095zbMATH OpenOpenAlexFDO

Authors Wei Liu, Xuerong Mao

Publication date 6 June 2014

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2013.03.037

zbMATH Keywords

nonlinear SDEsnumerical asymptotic boundednessthe backward Euler methodthe Euler-Maruyama method

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(5)

• Asymptotic mean square boundedness of numerical solutions to stochastic delay differential equations
• Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
• Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps
• Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
• The partially truncated Euler-Maruyama method and its stability and boundedness

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