Pages that link to "Item:Q2709393"
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The following pages link to Numerical Analysis of Explicit One-Step Methods for Stochastic Delay Differential Equations (Q2709393):
Displaying 50 items.
- Global properties of a two-scale network stochastic delayed human epidemic dynamic model (Q420113) (← links)
- Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
- Convergence and asymptotic stability of the explicit Steklov method for stochastic differential equations (Q491006) (← links)
- Convergence and stability of Euler method for impulsive stochastic delay differential equations (Q530021) (← links)
- Deterministic and stochastic analysis of a delayed allelopathic phytoplankton model within fluctuating environment (Q534404) (← links)
- An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay (Q550108) (← links)
- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions (Q628907) (← links)
- Runge-Kutta methods for jump-diffusion differential equations (Q654140) (← links)
- Characterization of bistability for stochastic multistep methods (Q766224) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- Stochastic delay differential equations for genetic regulatory networks (Q885917) (← links)
- Spurious oscillation in a uniform Euler discretisation of linear stochastic differential equations with vanishing delay (Q885944) (← links)
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
- Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
- The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (Q908365) (← links)
- Effect of environmental fluctuation on a detritus based ecosystem (Q949271) (← links)
- Development and application of Halanay-type theory: Evolutionary differential and difference equations with time lag (Q977384) (← links)
- Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
- The split-step backward Euler method for linear stochastic delay differential equations (Q1006019) (← links)
- Local error estimates for moderately smooth problems. II: SDEs and SDAEs with small noise (Q1014901) (← links)
- Noise-induced changes to the behaviour of semi-implicit Euler methods for stochastic delay differential equations undergoing bifurcation (Q1025884) (← links)
- The truncated Euler-Maruyama method for stochastic differential delay equations (Q1646675) (← links)
- Strong convergence of the split-step theta method for stochastic delay differential equations with nonglobally Lipschitz continuous coefficients (Q1722210) (← links)
- Almost sure and \(L^p\) convergence of split-step backward Euler method for stochastic delay differential equation (Q1724003) (← links)
- Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
- Complete global analysis of a two-scale network SIRS epidemic dynamic model with distributed delay and random perturbations (Q1734302) (← links)
- A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
- Numerical investigation of noise induced changes to the solution behaviour of the discrete FitzHugh-Nagumo equation (Q1737181) (← links)
- Large deviations for Gaussian diffusions with delay (Q1747696) (← links)
- Chebyshev spectral collocation method for stochastic delay differential equations (Q1794979) (← links)
- Numerical solutions of stochastic differential delay equations under local Lipschitz condition (Q1861323) (← links)
- Discrete-time approximations of stochastic delay equations: the Milstein scheme. (Q1879854) (← links)
- Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching (Q1952911) (← links)
- Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
- Split-step theta method for stochastic delay integro-differential equations with mean square exponential stability (Q2010752) (← links)
- Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
- The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)
- Analysis of a stochastic HBV infection model with delayed immune response (Q2091983) (← links)
- Strong convergence and almost sure exponential stability of balanced numerical approximations to stochastic delay Hopfield neural networks (Q2096324) (← links)
- Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (Q2123633) (← links)
- The pricing of European options on two underlying assets with delays (Q2150159) (← links)
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
- Advances in the truncated Euler-Maruyama method for stochastic differential delay equations (Q2175704) (← links)
- Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient (Q2196055) (← links)
- Stability of numerical solutions for the stochastic pantograph differential equations with variable step size (Q2223875) (← links)
- Growth and fluctuation in perturbed nonlinear Volterra equations (Q2242115) (← links)
- Stability in mean for uncertain delay differential equations based on new Lipschitz conditions (Q2242662) (← links)