Choice of and its effects on stability in the stochastic -method of stochastic delay differential equations
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Cites work
- scientific article; zbMATH DE number 940566 (Why is no real title available?)
- A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
- A note on the LaSalle-type theorems for stochastic differential delay equations
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
- Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Almost sure stability of some stochastic dynamical systems with memory
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
- Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- Khasminskii-Type Theorems for Stochastic Differential Delay Equations
- LaSalle-type theorems for stochastic differential delay equations
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Nonlinear stability of \(\theta \)-methods for neutral differential equations in Banach space
- Numerical Solutions of Stochastic Differential Delay Equations with Jumps
- Numerical solutions of stochastic differential equations -- implementation and stability issues
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- Stochastic Differential Equations with Markovian Switching
- Stochastic differential equations and applications.
Cited in
(7)- Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations
- 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
- Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations
- Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
- On the boundedness of asymptotic stability regions for the stochastic theta method
- Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay
- Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations
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