-Maruyama methods for nonlinear stochastic differential delay equations
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Publication:892706
DOI10.1016/J.APNUM.2015.08.004zbMATH Open1329.65020OpenAlexW1122336660MaRDI QIDQ892706FDOQ892706
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Cites Work
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- On a Functional Differential Equation
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Cited In (22)
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations
- Preserving asymptotic mean-square stability of stochastic theta scheme for systems of stochastic delay differential equations
- On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions
- S-ROCK methods for stochastic delay differential equations with one fixed delay
- Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient
- 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
- A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments
- Computational scheme for solving nonlinear fractional stochastic differential equations with delay
- Asymptotical mean-square stability of linear \(\theta\)-methods for stochastic pantograph differential equations: variable stepsize and transformation approach
- The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\)
- An explicit approximation for super-linear stochastic functional differential equations
- 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
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
- Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
- Two-step Maruyama schemes for nonlinear stochastic differential delay equations
- Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition
- A novel collocation approach to solve a nonlinear stochastic differential equation of fractional order involving a constant delay
- Convergence and stability of split-step θ methods for stochastic variable delay differential equations
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