Convergence and stability of the one-leg method for stochastic differential equations with piecewise continuous arguments
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almost sure exponential stability\(p\)th moment exponential stabilitystochastic differential equations with piecewise continuous argumentsone-leg \(\theta\) method
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) Stability and convergence of numerical methods for ordinary differential equations (65L20)
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Cites work
- scientific article; zbMATH DE number 3466042 (Why is no real title available?)
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Almost sure exponential stability in the numerical simulation of stochastic differential equations
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations
- Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
- Convergence of the Euler method of stochastic differential equations with piecewise continuous arguments
- Existence and exponential stability of solutions for stochastic cellular neural networks with piecewise constant argument
- Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
- Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions
- Numerical stability and oscillation of the Runge-Kutta methods for the differential equations with piecewise continuous arguments alternately of retarded and advanced type
- Stability of Runge--Kutta methods in the numerical solution of equation \(u'(t)=au(t)+a_{0}u([t])\).
- Stability of differential equations with piecewise constant arguments of generalized type
- The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
- The improved linear multistep methods for differential equations with piecewise continuous arguments
Cited in
(10)- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments
- Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods
- Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure
- Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
- A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments
- Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments
- The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition
- Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments
- Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments
- Stability of \(\theta \)-methods for stochastic differential equations with piecewise continuous arguments
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