Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations
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Cites work
- A note on Euler approximations for stochastic differential equations with delay
- Continuous \(\Theta\)-methods for the stochastic pantograph equation
- Convergence and stability of a numerical method for nonlinear stochastic pantograph equations
- Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations
- Convergence and stability of the semi-implicit Euler method with variable stepsize for a linear stochastic pantograph differential equation
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
- Convergence rate of EM scheme for SDDEs
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
- Exponential mean square stability of numerical methods for systems of stochastic differential equations
- scientific article; zbMATH DE number 3911612 (Why is no real title available?)
- Introduction to the numerical analysis of stochastic delay differential equations
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
- Numerical investigation of the pantograph equation
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition
- Numerical Solutions of Stochastic Functional Differential Equations
- On the -method for delay differential equations with infinite lag
- Split-step \({\theta}\)-method for stochastic delay differential equations
- Split-step Adams-Moulton Milstein methods for systems of stiff stochastic differential equations
- Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
- Strong convergence of the split-step theta method for stochastic delay differential equations with nonglobally Lipschitz continuous coefficients
- Strong convergence rates for backward Euler on a class of nonlinear jump-diffusion problems
- Strong convergence rates for backward Euler-Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
- Strong predictor-corrector methods for stochastic pantograph equations
- The th moment stability for the stochastic pantograph equation
- The improved split-step backward Euler method for stochastic differential delay equations
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
Cited in
(14)- Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations
- The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations
- Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model
- Stability of numerical solutions for the stochastic pantograph differential equations with variable step size
- Convergence and stability of numerical methods with variable step size for stochastic pantograph differential equations
- The improved split-step θ methods for stochastic differential equation
- The asymptotic behaviour of theθ-methods with constant stepsize for the generalized pantograph equation
- Asymptotical mean-square stability of linear \(\theta\)-methods for stochastic pantograph differential equations: variable stepsize and transformation approach
- Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
- Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations
- Convergence and stability of split-step θ methods for stochastic variable delay differential equations
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations
- A direct maximum-norm error estimator for condensed elements with application to adaptive analysis of first-order initial-value problems
- The convergence analyzed by stochastic C-stability and stochastic B-consistency of split-step theta method for the stochastic differential equations
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