The following pages link to (Q3085559):
Displaying 14 items.
- Convergence and stability of Euler method for impulsive stochastic delay differential equations (Q530021) (← links)
- Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations (Q638100) (← links)
- Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion (Q764568) (← links)
- On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
- On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations (Q1677662) (← links)
- Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps (Q1740134) (← links)
- Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
- Asymptotically optimal approximation of some stochastic integrals and its applications to the strong second-order methods (Q2000498) (← 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)
- Theoretical and numerical analysis of the Euler-Maruyama method for generalized stochastic Volterra integro-differential equations (Q2332678) (← links)
- Mean square convergence of one-step methods for neutral stochastic differential delay equations (Q2518671) (← links)
- Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (Q2977959) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
