Pages that link to "Item:Q2493691"
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The following pages link to Convergence and stability of numerical solutions to SDDEs with Markovian switching (Q2493691):
Displaying 19 items.
- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
- Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
- Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching (Q718385) (← links)
- Convergence of numerical solutions to stochastic pantograph equations with Markovian switching (Q732504) (← links)
- Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504) (← links)
- Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
- Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching (Q969138) (← links)
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
- Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations (Q1026405) (← links)
- Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching (Q1034658) (← links)
- Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) (← links)
- Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143) (← links)
- Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
- Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth (Q2363669) (← links)
- Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
- Mean square stability of semi-implicit Euler method for linear stochastic differential equations with multiple delays and Markovian switching (Q2378721) (← links)
- Numerical approximation of nonlinear neutral stochastic functional differential equations (Q2511156) (← links)
- The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching (Q5111988) (← links)
- Hybrid stochastic functional differential equations with infinite delay: approximations and numerics (Q6094876) (← links)
