T-stability of numerical solutions for linear stochastic differential equations with delay
DOI10.1007/S11859-011-0750-YzbMATH Open1249.65009OpenAlexW2154154796MaRDI QIDQ2887504FDOQ2887504
Authors: Qi Wang 
Publication date: 1 June 2012
Published in: Wuhan University Journal of Natural Sciences (WUJNS) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11859-011-0750-y
Recommendations
- On \({\mathcal L}^p\)-stability of numerical schemes for linear stochastic delay differential equations
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations
- On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
- Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
- Convergence and stability of a numerical method for stochastic differential delay equation
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- T-stability of split-step backward Euler method for stochastic delay differential equations
- T-stability of the Heun method for solving stochastic differential delay equations
- scientific article; zbMATH DE number 1283000
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite difference and finite volume methods for ordinary differential equations (65L12) Stability and convergence of numerical methods for ordinary differential equations (65L20)
Cites Work
- Title not available (Why is that?)
- Numerical solutions of stochastic differential equations -- implementation and stability issues
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- Title not available (Why is that?)
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- Title not available (Why is that?)
- Stability of stochastic systems with uncertain time delays
- Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay
- T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise
- Title not available (Why is that?)
Cited In (4)
- Stability analysis of split-step forward Euler method for linear stochastic delay differential equations
- T-stability of split-step backward Euler method for stochastic delay differential equations
- T-stability of the Heun method for solving stochastic differential delay equations
- T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise
This page was built for publication: T-stability of numerical solutions for linear stochastic differential equations with delay
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2887504)
