Pages that link to "Item:Q507963"
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The following pages link to Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963):
Displayed 21 items.
- Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments (Q829106) (← links)
- A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments (Q1615837) (← links)
- Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771) (← links)
- Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps (Q1740134) (← links)
- Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935) (← links)
- Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331) (← links)
- Convergence and stability of exponential integrators for semi-linear stochastic pantograph integro-differential equations with jump (Q2123633) (← links)
- Improving split-step forward methods by ODE solver for stiff stochastic differential equations (Q2140372) (← links)
- Numerical analysis of split-step \(\theta\) methods with truncated Wiener process for a stochastic SIS epidemic model (Q2161030) (← links)
- Stability analysis of partial differential equations with piecewise constant arguments (Q2422080) (← links)
- Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (Q2667126) (← links)
- Runge–Kutta Methods for Systems of Differential Equation with Piecewise Continuous Arguments: Convergence and Stability (Q4643752) (← links)
- The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise (Q5031226) (← links)
- Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation (Q5031318) (← links)
- Stability of<i>θ</i>-schemes for partial differential equations with piecewise constant arguments of alternately retarded and advanced type (Q5031754) (← links)
- Efficient Stochastic Runge-Kutta Methods for Stochastic Differential Equations with Small Noises (Q5156593) (← links)
- The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition (Q5881402) (← links)
- Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments (Q6056220) (← links)
- Convergence and stability of split-step <i>θ</i> methods for stochastic variable delay differential equations (Q6106737) (← links)
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)
- Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments (Q6193381) (← links)