Pages that link to "Item:Q885945"
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The following pages link to Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945):
Displaying 37 items.
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Reliability analysis of wireless sensor networks using Markovian model (Q443076) (← links)
- Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
- Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
- Permanence and asymptotical behavior of stochastic prey-predator system with Markovian switching (Q669394) (← links)
- Convergence of numerical solutions to stochastic pantograph equations with Markovian switching (Q732504) (← links)
- Pinning synchronization of time-varying polytopic directed stochastic networks (Q763845) (← links)
- Euler-Maruyama approximations for SDEs with non-Lipschitz coefficients and applications (Q819723) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q1644038) (← links)
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
- Convergence of numerical solutions to stochastic differential equations with Markovian switching (Q1740143) (← links)
- Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching (Q1952911) (← links)
- Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090) (← links)
- Convergence rate of numerical solutions for nonlinear stochastic pantograph equations with Markovian switching and jumps (Q2015529) (← links)
- Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values (Q2025264) (← links)
- A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) (← links)
- Strong convergence rate of the stochastic theta method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q2099521) (← links)
- Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
- Exponential synchronization of delayed neutral-type neural networks with Lévy noise under non-Lipschitz condition (Q2205782) (← links)
- Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
- Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
- Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions (Q2430312) (← links)
- Pricing exotic options using MSL-MC (Q2866370) (← links)
- Weak Convergence of Path-Dependent SDEs in Basket Credit Default Swap Pricing with Contagion Risk (Q2953949) (← links)
- Strong Solutions of a Class of Stochastic Differential Equations with Jumps (Q4932829) (← links)
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
- Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients (Q5411899) (← links)
- Numerical solutions of stochastic functional differential equations with impulsive perturbations and Markovian switching (Q6052182) (← links)
- Stabilization for a class of continuous‐time nonlinear Markov jump systems via the approximate discrete‐time model (Q6060454) (← links)
- Asymptotic mean‐square boundedness of the numerical solutions for stochastic complex‐valued neural networks with jumps (Q6071027) (← links)
- Strong convergence of the tamed Euler method for nonlinear hybrid stochastic differential equations with piecewise continuous arguments (Q6177267) (← links)
- Finite‐time stabilization of Markovian switched stochastic high‐order nonlinear systems with inverse dynamics (Q6194870) (← links)
- Time-discretization method for a multiterm time fractional differential equation with delay (Q6539319) (← links)
- Numerical solutions of regime-switching functional diffusions with infinite delay (Q6646221) (← links)
- Collaboration and friendship with George Yin (Q6668653) (← links)
