scientific article; zbMATH DE number 5584876

MaRDI QIDQ5320524zbMATH OpenFDO

Authors Zhencheng Fan

Publication date 22 July 2009

zbMATH Keywords

mean-square stabilitynumerical methodstochastic delay differential equations

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Recommendations

• Mean-square stability of Milstein method for solving nonlinear stochastic delay differential equations
• Mean-square stability of Milstein methods for neutral stochastic delay differential equations
• Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations
• An analysis of stability of Milstein method for stochastic differential equations with delay
• Almost sure exponential stability of the Milstein-type schemes for stochastic delay differential equations
• Mean-square stability of Milstein methods for stochastic pantograph equations
• Stability of the Milstein method for the impulsive stochastic differential equation
• Stability of the Milstein method for stochastic differential equations with jumps
• Stabilized Milstein type methods for stiff stochastic systems

Cited in

(6)

• Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations
• An analysis of stability of Milstein method for stochastic differential equations with delay
• Mean-square stability of Milstein methods for neutral stochastic delay differential equations
• Stability of the Milstein method for stochastic differential equations with jumps
• Mean-square stability of Milstein method for solving nonlinear stochastic delay differential equations
• A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods

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