Pages that link to "Item:Q2518671"

The following pages link to Mean square convergence of one-step methods for neutral stochastic differential delay equations (Q2518671):

Displaying 12 items.

• Stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise (Q298766) (← links)
• Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations (Q631930) (← links)
• Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion (Q764568) (← links)
• The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise (Q1631116) (← links)
• On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
• On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q1644038) (← links)
• Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition (Q1719510) (← links)
• Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
• High-order stochastic symplectic partitioned Runge-Kutta methods for stochastic Hamiltonian systems with additive noise (Q2008448) (← links)
• Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
• Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations (Q2315868) (← links)
• Discrete gradient methods and linear projection methods for preserving a conserved quantity of stochastic differential equations (Q5028595) (← links)