Pages that link to "Item:Q981648"

The following pages link to Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648):

Displaying 50 items.

• Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition (Q2222182) (← links)
• Stability of numerical solutions for the stochastic pantograph differential equations with variable step size (Q2223875) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations with jumps (Q2251752) (← 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)
• Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation (Q2256440) (← links)
• Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations (Q2285947) (← links)
• Approximate solutions of hybrid stochastic pantograph equations with Levy jumps (Q2319016) (← links)
• Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition (Q2323481) (← links)
• Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching (Q2345664) (← links)
• Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations (Q2345687) (← links)
• Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth (Q2363669) (← links)
• S-ROCK methods for stochastic delay differential equations with one fixed delay (Q2423520) (← links)
• Razumikhin-type theorems on the moment stability of the exact and numerical solutions for the stochastic pantograph differential equations (Q2423593) (← 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)
• A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
• Asymptotic moment boundedness of the numerical solutions of stochastic differential equations (Q2453095) (← links)
• Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations (Q2511052) (← links)
• The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
• Compensated stochastic theta methods for stochastic differential delay equations with jumps (Q2855739) (← links)
• The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations (Q2855769) (← links)
• Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems (Q2868935) (← links)
• T-stability of numerical solutions for linear stochastic differential equations with delay (Q2887504) (← links)
• Exponential mean-square stability of the θ-method for neutral stochastic delay differential equations with jumps (Q2974196) (← links)
• Mean-square stability of the backward Euler-Maruyama method for neutral stochastic delay differential equations with jumps (Q2977959) (← links)
• Lyapunov Functions for Almost Sure Exponential Stability (Q3296537) (← links)
• (Q3447159) (← links)
• $V$-integrability, asymptotic stability and comparison property of explicit numerical schemes for non-linear SDEs (Q4600707) (← links)
• Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations (Q4903489) (← links)
• Delay-dependent exponential stability of the backward Euler method for nonlinear stochastic delay differential equations (Q4903532) (← links)
• Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (Q4923217) (← links)
• Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations (Q4956927) (← links)
• Convergence and asymptotic stability of an explicit numerical method for non-autonomous stochastic differential equations (Q4963884) (← links)
• Almost sure and mean square exponential stability of numerical solutions for neutral stochastic functional differential equations (Q4983273) (← links)
• Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2] (Q5019812) (← links)
• Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation (Q5031318) (← links)
• (Q5038019) (← links)
• Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments (Q5080702) (← links)
• The Partially Truncated Euler–Maruyama Method for Highly Nonlinear Stochastic Delay Differential Equations with Markovian Switching (Q5111988) (← links)
• Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (Q5168660) (← links)
• The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay (Q6060954) (← links)
• Hybrid stochastic functional differential equations with infinite delay: approximations and numerics (Q6094876) (← links)
• Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence (Q6096356) (← links)
• Equivalence of stability among stochastic differential equations, stochastic differential delay equations, and their corresponding Euler-Maruyama methods (Q6096991) (← links)
• Almost sure stability of stochastic theta methods with random variable stepsize for stochastic differential equations (Q6106390) (← links)
• Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations (Q6123032) (← links)
• Numerical analysis of a linearly backward Euler method with truncated Wiener process for a stochastic SIS model (Q6157444) (← links)
• Numerical analysis of the linearly implicit Euler method with truncated Wiener process for the stochastic SIR model (Q6161955) (← links)
• Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay (Q6668704) (← links)