Almost sure exponential stability in the numerical simulation of stochastic differential equations
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(31)- Equivalence of pth moment stability between stochastic differential delay equations and their numerical methods
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps
- Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods
- Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion
- Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations
- Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations
- Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
- Almost sure exponential stability of stochastic differential delay equations
- Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Convergence and stability of exponential integrators for semi-linear stochastic variable delay integro-differential equations
- Exponential stability of a stochastic Taylor method of order 1.5 for stochastic differential equations
- Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method
- Almost sure and moment exponential stability of predictor-corrector methods for stochastic differential equations
- Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
- Convergence and stability of the one-leg \(\theta\) method for stochastic differential equations with piecewise continuous arguments
- Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations
- Almost sure exponential stability of stochastic differential delay equations
- Asymptotic mean-square boundedness of the numerical solutions of stochastic age-dependent population equations with Poisson jumps
- Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations
- Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework
- scientific article; zbMATH DE number 7594708 (Why is no real title available?)
- Almost sure exponential stability of \(\theta\)-method for hybrid stochastic differential equations
- Almost sure asymptotic stability analysis of the \(\theta\)-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
- Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework
- Almost sure exponential stability of the \(\theta\) method for SDDEs with Khasminskii-type condition
- The partially truncated Euler-Maruyama method and its stability and boundedness
- Stability analysis of split-step theta method for neutral stochastic delayed neural networks
- A stable numerical scheme for stochastic differential equations with multiplicative noise
- Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods
- Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations
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