Pages that link to "Item:Q2432714"
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The following pages link to A modified Milstein scheme for approximation of stochastic delay differential equations with constant time lag (Q2432714):
Displaying 11 items.
- Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations (Q631930) (← links)
- Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme (Q639060) (← links)
- Lower error bounds for strong approximation of scalar SDEs with non-Lipschitzian coefficients (Q670738) (← links)
- Delay dependent stability of stochastic split-step \(\theta\) methods for stochastic delay differential equations (Q2007577) (← links)
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
- Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (Q2123633) (← links)
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
- Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method (Q2196035) (← links)
- Numerical solution of stochastic state-dependent delay differential equations: convergence and stability (Q2670605) (← links)
- Stability of stochastic<i>θ</i>-methods for stochastic delay integro-differential equations (Q3008351) (← links)
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)
