Pages that link to "Item:Q895655"

The following pages link to Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655):

Displaying 19 items.

• Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963) (← links)
• Exponential stability of numerical solution to neutral stochastic functional differential equation (Q669378) (← links)
• Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons (Q1643167) (← links)
• Implicit numerical solutions to neutral-type stochastic systems with superlinearly growing coefficients (Q1713194) (← links)
• Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) (← links)
• Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935) (← links)
• Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
• The truncated Milstein method for super-linear stochastic differential equations with Markovian switching (Q2090322) (← links)
• The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients (Q2106211) (← links)
• The stochastic \(\theta\) method for stationary distribution of stochastic differential equations with Markovian switching (Q2144133) (← links)
• Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
• Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation (Q2192632) (← 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)
• Numerical solution to highly nonlinear neutral-type stochastic differential equation (Q2419489) (← links)
• The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching (Q5111988) (← links)
• The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching (Q5745075) (← links)
• The truncated Euler-Maruyama method for highly nonlinear stochastic differential equations with multiple time delays (Q6047551) (← links)
• Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q6177267) (← links)