Pages that link to "Item:Q628907"

The following pages link to Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions (Q628907):

Displaying 40 items.

• Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation (Q273262) (← 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)
• Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q278433) (← links)
• Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method (Q313609) (← links)
• Numerical solutions of stochastic differential delay equations with Poisson random measure under the generalized Khasminskii-type conditions (Q448585) (← links)
• Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← 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)
• The truncated Euler-Maruyama method for stochastic differential equations (Q492112) (← links)
• The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
• Stochastic \(H_{2}/H_\infty\) control of nonlinear systems with time-delay and state-dependent noise (Q669377) (← links)
• Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks (Q669413) (← 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)
• Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations (Q907562) (← links)
• Can protection zone potentially strengthen protective effects in random environments? (Q1644500) (← links)
• The truncated Euler-Maruyama method for stochastic differential delay equations (Q1646675) (← links)
• Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients (Q1663553) (← links)
• Almost sure exponential stability of numerical solutions for stochastic pantograph differential equations (Q1688846) (← links)
• Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients (Q1713194) (← links)
• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
• Almost surely exponential stability of numerical solutions for stochastic pantograph equations (Q1724898) (← links)
• Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) (← links)
• Almost sure stability with general decay rate of exact and numerical solutions for stochastic pantograph differential equations (Q1736415) (← links)
• Strong convergence of the partially truncated Euler-Maruyama method for a class of stochastic differential delay equations (Q1743923) (← links)
• Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (Q1755929) (← links)
• Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions (Q1760810) (← links)
• Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations (Q1997114) (← links)
• Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching (Q2008552) (← links)
• Convergence rate of the truncated Milstein method of stochastic differential delay equations (Q2009593) (← links)
• The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
• Advances in the truncated Euler-Maruyama method for stochastic differential delay equations (Q2175704) (← links)
• On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions (Q2196049) (← links)
• Approximate solutions of hybrid stochastic pantograph equations with Levy jumps (Q2319016) (← links)
• Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations (Q2360720) (← links)
• Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth (Q2363669) (← links)
• Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations (Q2410504) (← links)
• Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions (Q2424215) (← links)
• Numerical approximation of nonlinear neutral stochastic functional differential equations (Q2511156) (← links)
• Stability and stabilization of nonlinear discrete‐time stochastic systems (Q3300459) (← links)
• An explicit approximation for super-linear stochastic functional differential equations (Q6190447) (← links)