Pages that link to "Item:Q2066233"
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The following pages link to The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233):
Displaying 8 items.
- The truncated \(\theta \)-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations (Q2165864) (← links)
- Strong Predictor-Corrector Approximation for Stochastic Delay Differential Equations (Q2992641) (← links)
- On Necessary and Sufficient Conditions for Preserving Convergence Rates to Equilibrium in Deterministically and Stochastically Perturbed Differential Equations with Regularly Varying Nonlinearity (Q5259807) (← links)
- Hybrid stochastic functional differential equations with infinite delay: approximations and numerics (Q6094876) (← links)
- An explicit approximation for super-linear stochastic functional differential equations (Q6190447) (← links)
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)
- Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term (Q6556251) (← links)
- Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise (Q6577583) (← links)
