Pages that link to "Item:Q4827617"
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The following pages link to Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations (Q4827617):
Displaying 50 items.
- Mean square stability of two classes of theta method for neutral stochastic differential delay equations (Q277194) (← links)
- Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
- Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
- The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
- Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients (Q529908) (← links)
- Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations (Q609207) (← links)
- \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations (Q644164) (← links)
- Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods (Q826698) (← links)
- Split-step forward methods for stochastic differential equations (Q847245) (← links)
- Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
- \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
- Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
- The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (Q908365) (← links)
- Compensated stochastic theta methods for stochastic differential equations with jumps (Q987597) (← links)
- Mean square stability of two classes of theta methods for numerical computation and simulation of delayed stochastic Hopfield neural networks (Q1643863) (← links)
- Numerical approximation of random periodic solutions of stochastic differential equations (Q1690541) (← links)
- Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations (Q1696428) (← links)
- Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme (Q1696858) (← links)
- Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations (Q1708061) (← links)
- Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (Q1713167) (← links)
- Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
- Mean-square stability of split-step theta Milstein methods for stochastic differential equations (Q1720452) (← links)
- Almost surely exponential stability of numerical solutions for stochastic pantograph equations (Q1724898) (← links)
- Strong convergence of the split-step \(\theta\)-method for stochastic age-dependent capital system with random jump magnitudes (Q1724972) (← links)
- Numerical simulation of a linear stochastic oscillator with additive noise (Q1883488) (← links)
- Design of robust knowledge bases of fuzzy controllers for intelligent control of substantially nonlinear dynamic systems. II. A soft computing optimizer and robustness of intelligent control systems (Q1951892) (← links)
- High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
- Nonuniform mean-square exponential dichotomies and mean-square exponential stability (Q1988426) (← links)
- Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
- Stability of the drift-implicit and double-implicit Milstein schemes for nonlinear SDEs (Q2007526) (← links)
- Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
- Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model (Q2029434) (← links)
- Ergodic numerical approximation to periodic measures of stochastic differential equations (Q2043202) (← links)
- Convergence, non-negativity and stability of a new lobatto IIIC-Milstein method for a pricing option approach based on stochastic volatility model (Q2044133) (← links)
- Exponential mean-square stability properties of stochastic linear multistep methods (Q2045092) (← links)
- Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion (Q2087506) (← links)
- Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (Q2123633) (← links)
- Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient (Q2174239) (← links)
- \(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations (Q2175601) (← links)
- Mean-square convergence rates of stochastic theta methods for SDEs under a coupled monotonicity condition (Q2192600) (← links)
- Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation (Q2192632) (← links)
- Nonlinear stability issues for stochastic Runge-Kutta methods (Q2213502) (← links)
- Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods (Q2242666) (← links)
- Split-step balanced \(\theta \)-method for SDEs with non-globally Lipschitz continuous coefficients (Q2246428) (← links)
- Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations (Q2252758) (← links)
- Mean square stability and dissipativity of two classes of theta methods for systems of stochastic delay differential equations (Q2252811) (← links)
- Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition (Q2255715) (← links)
- On local stability of stochastic delay nonlinear discrete systems with state-dependent noise (Q2294899) (← links)
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
- Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching (Q2345664) (← links)
