Pages that link to "Item:Q3395074"
From MaRDI portal
The following pages link to Numerical Solutions of Neutral Stochastic Functional Differential Equations (Q3395074):
Displaying 50 items.
- Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation (Q273262) (← links)
- Mean square stability of two classes of theta method for neutral stochastic differential delay equations (Q277194) (← links)
- Input-to-state stability of linear stochastic functional differential equations (Q294897) (← links)
- Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method (Q409884) (← links)
- A note on order of convergence of numerical method for neutral stochastic functional differential equations (Q430392) (← links)
- Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
- Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions (Q628907) (← links)
- Numerical solutions of neutral stochastic functional differential equations with Markovian switching (Q667989) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
- An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion (Q668885) (← links)
- Exponential stability of numerical solution to neutral stochastic functional differential equation (Q669378) (← links)
- The W-transform in stability analysis for stochastic linear functional difference equations (Q764962) (← links)
- Discrete Razumikhin-type stability theorems for stochastic discrete-time delay systems (Q1624944) (← links)
- Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition (Q1628558) (← links)
- On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
- Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps (Q1643369) (← links)
- On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q1644038) (← links)
- The truncated Euler-Maruyama method for stochastic differential delay equations (Q1646675) (← links)
- Using waveform relaxation methods to approximate neutral stochastic functional differential equation systems (Q1663560) (← links)
- On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations (Q1677662) (← links)
- Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients (Q1713194) (← links)
- Numerical solutions to neutral stochastic delay differential equations with Poisson jumps under local Lipschitz condition (Q1719510) (← links)
- On random periodic solution to a neutral stochastic functional differential equation (Q1721523) (← links)
- Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (Q1743923) (← links)
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure (Q1796774) (← links)
- Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching (Q1952911) (← links)
- Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations (Q2005996) (← links)
- Convergence rate of the truncated Milstein method of stochastic differential delay equations (Q2009593) (← links)
- Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
- Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay (Q2029694) (← links)
- Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type (Q2072758) (← links)
- Analysis of stochastic neutral fractional functional differential equations (Q2081693) (← links)
- On stability of solutions of stochastic delay differential equations (Q2107623) (← links)
- Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
- Stability analysis of the \(\theta\)-method for hybrid neutral stochastic functional differential equations with jumps (Q2145430) (← links)
- Stability of numerical solution to pantograph stochastic functional differential equations (Q2152725) (← links)
- Advances in the truncated Euler-Maruyama method for stochastic differential delay equations (Q2175704) (← links)
- Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition (Q2222182) (← links)
- Exponential stability in mean square of stochastic functional differential equations with infinite delay (Q2230578) (← links)
- Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations (Q2285947) (← links)
- Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift (Q2335787) (← links)
- Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations (Q2345687) (← links)
- Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations (Q2360720) (← links)
- Numerical solution to highly nonlinear neutral-type stochastic differential equation (Q2419489) (← links)
- Numerical approximation of nonlinear neutral stochastic functional differential equations (Q2511156) (← links)
- Numerical solution of stochastic state-dependent delay differential equations: convergence and stability (Q2670605) (← links)
- Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (Q4923217) (← links)
- Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations (Q4983273) (← links)
- Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients (Q4997856) (← links)
- Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation (Q5031318) (← links)
