Pages that link to "Item:Q1043908"

The following pages link to An approximate method via Taylor series for stochastic functional differential equations (Q1043908):

Displaying 24 items.

• Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation (Q275074) (← links)
• Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q278433) (← links)
• A systematic derivation of stochastic Taylor methods for stochastic delay differential equations (Q360935) (← links)
• Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method (Q409884) (← links)
• Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay (Q484872) (← links)
• A Taylor polynomial approach in approximations of solution to pantograph stochastic differential equations with Markovian switching (Q534838) (← links)
• An application of Taylor series in the approximation of solutions to stochastic differential equations with time-dependent delay (Q550108) (← links)
• Some analytic approximations for neutral stochastic functional differential equations (Q618045) (← links)
• Composition of stochastic B-series with applications to implicit Taylor methods (Q623272) (← links)
• An explicit analytic approximation of solutions for a class of neutral stochastic differential equations with time-dependent delay based on Taylor expansion (Q668885) (← links)
• Taylor schemes for rough differential equations and fractional diffusions (Q727475) (← 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)
• Taylor approximation of stochastic functional differential equations with the Poisson jump (Q1682171) (← links)
• An analytic approximation of solutions of stochastic differential equations (Q1767809) (← links)
• Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching (Q2008552) (← links)
• Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions (Q2424215) (← links)
• An analytic approximate method for solving stochastic integrodifferential equations (Q2492972) (← links)
• (Q3623605) (← links)
• (Q4029002) (← links)
• A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition (Q5073882) (← links)
• On the approximations of solutions to stochastic differential equations under polynomial condition (Q5084993) (← links)
• The Milstein Scheme for Stochastic Delay Differential Equations Without Using Anticipative Calculus (Q5388155) (← links)
• Delay-dependent stability of predictor-corrector methods of Runge-Kutta type for stochastic delay differential equations (Q6566109) (← links)