Pages that link to "Item:Q4655046"
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The following pages link to The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term * (Q4655046):
Displaying 11 items.
- Stochastic analysis of dynamical systems with delayed control forces (Q849623) (← links)
- Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q984198) (← 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)
- Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation (Q2192632) (← links)
- A derivative-free explicit method with order 1.0 for solving stochastic delay differential equations (Q2453180) (← links)
- One-step approximations for stochastic functional differential equations (Q2490728) (← links)
- Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations (Q2511052) (← links)
- The Strong Convergence and Numerical Stability of Multistep Approximations of Solutions of Stochastic Ordinary Differential Equations (Q3423693) (← links)
- Multi-Step Maruyama Methods for Stochastic Delay Differential Equations (Q5421603) (← links)
- An explicit approximation for super-linear stochastic functional differential equations (Q6190447) (← links)
