Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method
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convergence in probabilityEulerkhasminskii-type conditionsMaruyama methodneutral stochastic differential equationstime-dependent delay
Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites work
- A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching
- An analytic approximate method for solving stochastic integrodifferential equations
- An analytic approximation of solutions of stochastic differential equations
- An approximate method via Taylor series for stochastic functional differential equations
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- scientific article; zbMATH DE number 3176450 (Why is no real title available?)
- scientific article; zbMATH DE number 1016795 (Why is no real title available?)
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- Neutral stochastic functional differential equations with additive perturbations
- New criteria on exponential stability of neutral stochastic differential delay equations
- Numerical Solutions of Neutral Stochastic Functional Differential Equations
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition
- On the pth moment exponential stability criteria of neutral stochastic functional differential equations
- On the exponential stability in mean square of neutral stochastic functional differential equations
- Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
- Stability of nonlinear neutral stochastic functional differential equations
- Weak approximation of stochastic differential delay equations
Cited in
(45)- Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations
- Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients
- Sufficient conditions on the exponential stability of neutral stochastic differential equations with time-varying delays
- Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach
- Almost surely exponential stability of numerical solutions for stochastic pantograph equations
- Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay
- Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations
- Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations
- Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching
- Strong convergence of the split-step theta method for neutral stochastic delay differential equations
- On exponential stability of hybrid neutral stochastic differential delay equations with different structures
- Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type
- Exponential stability of highly nonlinear hybrid NSDEs with multiple time-dependent delays and different structures and the Euler-Maruyama method
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients
- Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation
- Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations
- Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth
- Numerical solution to highly nonlinear neutral-type stochastic differential equation
- Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions
- Numerical approximation of nonlinear neutral stochastic functional differential equations
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
- Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation
- Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay
- Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method
- Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
- Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations
- Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2]
- Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation
- Two-step Maruyama schemes for nonlinear stochastic differential delay equations
- On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
- An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay
- On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients
- Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay
- Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay
- An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion
- Exponential stability of numerical solution to neutral stochastic functional differential equation
- Super-linear hybrid neutral stochastic differential equations with non-differentiable delay: Hasminskii-type theorems and stability
- Numerical approximations of stochastic time-fractional Burgers equations with fractional Gaussian noise
- Exponential stability in mean square of theta approximations for neutral stochastic delay differential equations with Poisson jumps
- Stabilization of highly nonlinear stochastic neutral Markovian jump systems with multiple delays
- Strong converge order of the general one-step method for neutral stochastic delay differential equations under a global monotone condition
- A note on almost sure exponential stability of \(\theta\)-Euler-Maruyama approximation for neutral stochastic differential equations with time-dependent delay when \(\theta \in (\frac{1}{2}, 1)\)
- Divergence of the Euler-Maruyama method for neutral stochastic differential equations with unbounded delay and Markovian switching
- Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation
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