Pages that link to "Item:Q859891"

The following pages link to Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891):

Displaying 50 items.

• Mean square stability of two classes of theta method for neutral stochastic differential delay equations (Q277194) (← links)
• Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method (Q409884) (← links)
• Delay-dependent stability analysis of numerical methods for stochastic delay differential equations (Q425348) (← links)
• Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876) (← links)
• An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay (Q550108) (← links)
• Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching (Q718385) (← links)
• Stochastic semidiscretization method: second moment stability analysis of linear stochastic periodic dynamical systems with delays (Q821999) (← links)
• Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods (Q826698) (← links)
• Exponential stability of Euler-Maruyama solutions for impulsive stochastic differential equations with delay (Q846446) (← links)
• \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
• Strong convergence and stability of backward Euler-Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation (Q895655) (← links)
• Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
• The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (Q908365) (← links)
• Almost sure exponential stability of numerical solutions for stochastic delay differential equations (Q981648) (← links)
• Asymptotic behavior of sample paths for retarded stochastic differential equations without dissipativity (Q1620735) (← links)
• Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations (Q1622727) (← links)
• Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay (Q1624650) (← links)
• On mean-square stability of two-step Maruyama methods for nonlinear neutral stochastic delay differential equations (Q1643316) (← links)
• Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps (Q1643369) (← links)
• Mean square stability of two classes of theta methods for numerical computation and simulation of delayed stochastic Hopfield neural networks (Q1643863) (← links)
• On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations (Q1677662) (← links)
• Stability equivalence between the neutral delayed stochastic differential equations and the Euler-Maruyama numerical scheme (Q1696858) (← links)
• Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063) (← links)
• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
• Almost surely exponential stability of numerical solutions for stochastic pantograph equations (Q1724898) (← links)
• A Legendre-based computational method for solving a class of Itô stochastic delay differential equations (Q1736409) (← links)
• Mean square stability and almost sure exponential stability of two step Maruyama methods of stochastic delay Hopfield neural networks (Q2008809) (← links)
• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations (Q2008838) (← links)
• A two-parameter Milstein method for stochastic Volterra integral equations (Q2059626) (← links)
• On stability of solutions of stochastic delay differential equations (Q2107623) (← links)
• Growth and fluctuation in perturbed nonlinear Volterra equations (Q2242115) (← links)
• Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods (Q2242666) (← 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)
• Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method (Q2274830) (← links)
• Projected Euler-Maruyama method for stochastic delay differential equations under a global monotonicity condition (Q2284759) (← 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)
• Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations (Q2410504) (← links)
• Global dynamics in a stochastic three species food-chain model with harvesting and distributed delays (Q2415158) (← links)
• S-ROCK methods for stochastic delay differential equations with one fixed delay (Q2423520) (← links)
• Sampled-data stabilization of a class of stochastic nonlinear Markov switching system with indistinguishable modes based on the approximate discrete-time models (Q2661920) (← links)
• The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\) (Q2666486) (← links)
• Stability of stochastic<i>θ</i>-methods for stochastic delay integro-differential equations (Q3008351) (← links)
• (Q3071299) (← links)
• The improved split-step backward Euler method for stochastic differential delay equations (Q3101629) (← links)
• Numerical Solutions of Stochastic Differential Delay Equations with Jumps (Q3391782) (← links)
• Utilizing Topological Data Analysis for Studying Signals of Time-Delay Systems (Q4637234) (← 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)