Pages that link to "Item:Q1614044"

The following pages link to Weak discrete time approximation of stochastic differential equations with time delay (Q1614044):

Displaying 29 items.

• Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
• MS-stability of the Euler--Maruyama method for stochastic differential delay equations (Q702586) (← links)
• Finite dimensional Markov process approximation for stochastic time-delayed dynamical systems (Q716702) (← links)
• Taylor approximation of the solutions of stochastic differential delay equations with Poisson jump (Q718383) (← links)
• A duality approach for the weak approximation of stochastic differential equations (Q862201) (← links)
• Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q984198) (← links)
• The Euler scheme for random impulsive differential equations (Q990414) (← links)
• Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
• A semi-discretization method for delayed stochastic systems (Q1883514) (← links)
• Simultaneous time and chance discretization for stochastic differential equations (Q1899957) (← links)
• Weak convergence of delay SDEs with applications to Carathéodory approximation (Q2162616) (← links)
• Weak and strong discrete-time approximation of fractional SDEs (Q2257577) (← links)
• An adaptive weak continuous Euler-Maruyama method for stochastic delay differential equations (Q2346272) (← links)
• Convergence of numerical solutions to stochastic delay differential equations with jumps (Q2369121) (← links)
• A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
• Split-step \({\theta}\)-method for stochastic delay differential equations (Q2448647) (← links)
• Exponential stability of numerical solutions to SDDEs with Markovian switching (Q2489369) (← links)
• Convergence and stability of numerical solutions to SDDEs with Markovian switching (Q2493691) (← links)
• Convergence rate of EM scheme for SDDEs (Q2845471) (← links)
• Analysis and Control of Deterministic and Stochastic Dynamical Systems with Time Delay (Q2912033) (← links)
• Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
• Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations (Q3091959) (← links)
• (Q3592322) (← links)
• Delay-induced stochastic bifurcations in a bistable system under white noise (Q4591715) (← links)
• Weak approximation of stochastic differential delay equations (Q4659905) (← links)
• Maximal Lyapunov Exponents and Steady-State Moments of a VI System based Upon TDFC and VED (Q5237520) (← links)
• Strong Convergence of Euler Approximations of Stochastic Differential Equations with Delay Under Local Lipschitz Condition (Q5413859) (← links)
• Asymptotic mean square stability of predictor-corrector methods for stochastic delay ordinary and partial differential equations (Q6058694) (← links)
• Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations (Q6566109) (← links)