Pages that link to "Item:Q1755935"
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The following pages link to Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q1755935):
Displaying 15 items.
- Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments (Q507963) (← links)
- Convergence and stability of the split-step \(\theta \)-method for stochastic differential equations (Q611462) (← links)
- Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771) (← links)
- Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients (Q2007787) (← links)
- Stochastic differential equation with piecewise continuous arguments: Markov property, invariant measure and numerical approximation (Q2083331) (← links)
- Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
- Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods (Q2242666) (← links)
- Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments (Q2667126) (← links)
- Numerical solution of stochastic state-dependent delay differential equations: convergence and stability (Q2670605) (← links)
- High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients (Q2814094) (← links)
- The improved split-step <i>θ</i> methods for stochastic differential equation (Q2931022) (← links)
- Strong convergence rate for multivalued stochastic differential equations via stochastic theta method (Q5086445) (← links)
- The Convergence of Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Generalized One-Sided Lipschitz Condition (Q5881402) (← links)
- Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments (Q6126604) (← links)
- Strong convergence of explicit numerical schemes for stochastic differential equations with piecewise continuous arguments (Q6618228) (← links)