-Maruyama methods for nonlinear stochastic differential delay equations
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\(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations
\(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations
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Cites work
- scientific article; zbMATH DE number 1202893 (Why is no real title available?)
- scientific article; zbMATH DE number 1216399 (Why is no real title available?)
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- scientific article; zbMATH DE number 940566 (Why is no real title available?)
- scientific article; zbMATH DE number 2114382 (Why is no real title available?)
- A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations
- An algorithmic introduction to numerical simulation of stochastic differential equations
- Continuous \(\Theta\)-methods for the stochastic pantograph equation
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- Delay differential equations: with applications in population dynamics
- Discrete-time approximations of stochastic delay equations: the Milstein scheme.
- Effectiveness of implicit methods for stiff stochastic differential equations
- Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations
- Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
- Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
- Feedback and delays in neurological diseases: A modeling study using dynamical systems
- Global Dissipativity for A-Stable Methods
- Higher-order implicit strong numerical schemes for stochastic differential equations
- Introduction to functional differential equations
- Mean-Square and Asymptotic Stability of the Stochastic Theta Method
- Numerical analysis of explicit one-step methods for stochastic delay differential equations
- Numerical methods for strong solutions of stochastic differential equations: an overview
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition
- Numerical solutions of stochastic differential equations -- implementation and stability issues
- On a Functional Differential Equation
- One-step approximations for stochastic functional differential equations
- Stability Analysis of Numerical Schemes for Stochastic Differential Equations
- Stability analysis of solutions to nonlinear stiff Volterra functional differential equations in Banach spaces
- Strong contractivity properties of numerical methods for ordinary and delay differential equations
Cited in
(22)- Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
- Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
- S-ROCK methods for stochastic delay differential equations with one fixed delay
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
- Computational scheme for solving nonlinear fractional stochastic differential equations with delay
- A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
- Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations
- On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions
- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\)
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition
- Convergence and stability of split-step θ methods for stochastic variable delay differential equations
- Asymptotical mean-square stability of linear \(\theta\)-methods for stochastic pantograph differential equations: variable stepsize and transformation approach
- Two-step Maruyama schemes for nonlinear stochastic differential delay equations
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations
- Strong convergence of the semi-implicit Euler method for nonlinear stochastic Volterra integral equations with constant delay
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
- An explicit approximation for super-linear stochastic functional differential equations
- A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments
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