scientific article
From MaRDI portal
Publication:3085559
zbMath1215.65014MaRDI QIDQ3085559
Haomin Zhang, Henri Schurz, Si-qing Gan
Publication date: 31 March 2011
Full work available at URL: http://www.math.ualberta.ca/ijnam/Volume8.htm
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
convergencenumerical exampleconsistencymean-square convergencemean-square continuityneutral stochastic differential delay equationsstochastic \(\theta \)-methodsstochastic differential algebraic system
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (14)
On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations ⋮ On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations ⋮ Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations ⋮ Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps ⋮ Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps ⋮ Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises ⋮ Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion ⋮ Convergence and stability of Euler method for impulsive stochastic delay differential equations ⋮ Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods ⋮ Strong convergence of the split-step theta method for neutral stochastic delay differential equations ⋮ Mean square convergence of one-step methods for neutral stochastic differential delay equations ⋮ Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion ⋮ Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations ⋮ Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations
This page was built for publication: