Convergence and stability of the one-leg method for stochastic differential equations with piecewise continuous arguments
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Publication:5080702
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
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Cited in
(10)- Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods
- 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
- 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
- Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments
- 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 the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure
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