Pages that link to "Item:Q2441390"
From MaRDI portal
The following pages link to A note on Euler approximations for stochastic differential equations with delay (Q2441390):
Displaying 13 items.
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
- An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (Q480025) (← links)
- Almost sure convergence rate of \(\theta\)-EM scheme for neutral SDDEs (Q1639522) (← links)
- Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps (Q1643369) (← links)
- Almost sure and \(L^p\) convergence of split-step backward Euler method for stochastic delay differential equation (Q1724003) (← links)
- Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
- Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (Q2072758) (← links)
- Numerical solution of stochastic state-dependent delay differential equations: convergence and stability (Q2670605) (← links)
- On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations (Q2814459) (← links)
- Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations (Q5026490) (← links)
- A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions (Q5031218) (← links)
- Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)