Pages that link to "Item:Q5386190"

The following pages link to Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations (Q5386190):

Displaying 50 items.

• Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations (Q268307) (← links)
• Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation (Q275074) (← 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)
• Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations (Q307360) (← links)
• Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation (Q356152) (← links)
• Physically consistent simulation of mesoscale chemical kinetics: the non-negative FIS-\(\alpha\) method (Q422512) (← links)
• Exponential mean square stability of numerical methods for systems of stochastic differential equations (Q433947) (← links)
• Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876) (← links)
• Stability of numerical methods for jump diffusions and Markovian switching jump diffusions (Q457722) (← links)
• Numerical stationary distribution and its convergence for nonlinear stochastic differential equations (Q458164) (← links)
• Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (Q484872) (← links)
• Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations (Q509650) (← links)
• The partially truncated Euler-Maruyama method and its stability and boundedness (Q512309) (← links)
• Stability of equilibria of randomly perturbed maps (Q523998) (← 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)
• Stochastic suppression and stabilization of functional differential equations (Q616965) (← links)
• Almost surely asymptotic stability of exact and numerical solutions for neutral stochastic pantograph equations (Q638100) (← links)
• Khasminskii-type theorems for stochastic functional differential equations with infinite delay (Q643243) (← links)
• Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations (Q659497) (← links)
• Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks (Q669413) (← links)
• The convergence and MS stability of exponential Euler method for semilinear stochastic differential equations (Q696047) (← links)
• The W-transform in stability analysis for stochastic linear functional difference equations (Q764962) (← links)
• Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
• Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations (Q898961) (← links)
• Almost sure stability and stabilization of discrete-time stochastic systems (Q899117) (← links)
• General decay stability for stochastic functional differential equations with infinite delay (Q965871) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
• Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay (Q984744) (← links)
• Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations (Q1622727) (← links)
• Asymptotic exponential stability of modified truncated EM method for neutral stochastic differential delay equations (Q1636773) (← links)
• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
• Moment Lyapunov exponent for three-dimensional system under real noise excitation (Q1686734) (← links)
• Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme (Q1696858) (← 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)
• The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation (Q1724553) (← links)
• Almost surely exponential stability of numerical solutions for stochastic pantograph equations (Q1724898) (← links)
• Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations (Q1736415) (← links)
• Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps (Q1740134) (← links)
• Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
• Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations (Q1747313) (← links)
• Stability analysis of time-varying discrete stochastic systems with multiplicative noise and state delays (Q1796683) (← links)
• High order local linearization methods: an approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise (Q1960209) (← links)
• Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
• Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks (Q2008809) (← links)
• Exponential stability of \(\theta\)-EM method for nonlinear stochastic Volterra integro-differential equations (Q2058403) (← links)
• Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient (Q2059650) (← links)
• Stationary distribution, extinction, density function and periodicity of an \(n\)-species competition system with infinite distributed delays and nonlinear perturbations (Q2083299) (← links)