Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments
From MaRDI portal
(Redirected from Publication:6653928)
Recommendations
- Convergence and stability of the truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments
- Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments
- Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments
- Convergence and stability of an explicit 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
Cites work
- Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
- Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
- Convergence and stability of the truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments
- Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
- Existence and exponential stability of solutions for stochastic cellular neural networks with piecewise constant argument
- Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
- Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability
- Exponential mean square stability of numerical methods for systems of stochastic differential equations
- scientific article; zbMATH DE number 3809374 (Why is no real title available?)
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions
- Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
- Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
- Stabilization of hybrid systems by feedback control based on discrete-time state observations
- Stochastic differential equations and applications.
- Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
- Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
- Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps
- Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations
- Strong convergence rates for backward Euler-Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
- Strong convergence rates of modified truncated EM method for stochastic differential equations
- The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
- The partially truncated Euler-Maruyama method and its stability and boundedness
- The truncated Euler-Maruyama method for stochastic differential delay equations
- The truncated Euler-Maruyama method for stochastic differential equations
- The truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise
- The truncated Milstein method for stochastic differential equations with commutative noise
Cited in
(5)- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments
- Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments
- Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments
- Unconditionally positivity-preserving explicit order-one strong approximations of financial SDEs with non-Lipschitz coefficients
- Strong convergence analysis of modified truncated Euler-Maruyama scheme for neutral stochastic delay differential equations with piecewise continuous arguments
This page was built for publication: Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6653928)
