Pages that link to "Item:Q1861323"

The following pages link to Numerical solutions of stochastic differential delay equations under local Lipschitz condition (Q1861323):

Displaying 50 items.

• Numerical methods for nonlinear stochastic delay differential equations with jumps (Q272583) (← links)
• Convergence and stability of balanced methods for stochastic delay integro-differential equations (Q275023) (← links)
• Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method (Q409884) (← links)
• Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients (Q475669) (← links)
• Second moment boundedness of linear stochastic delay differential equations (Q478777) (← links)
• An Euler scheme for stochastic delay differential equations on unbounded domains: pathwise convergence (Q480025) (← links)
• Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps (Q534217) (← links)
• Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching (Q552463) (← links)
• Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation (Q596201) (← links)
• Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions (Q628907) (← links)
• Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
• Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks (Q669413) (← links)
• Numerical methods for a class of jump-diffusion systems with random magnitudes (Q718596) (← links)
• Existence and uniqueness of the solutions and convergence of semi-implicit Euler methods for stochastic pantograph equations (Q853991) (← links)
• Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations (Q859891) (← links)
• Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504) (← links)
• Stochastic delay differential equations for genetic regulatory networks (Q885917) (← links)
• \(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations (Q892706) (← links)
• Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations (Q898968) (← links)
• Stochastic \(\theta\)-methods for a class of jump-diffusion stochastic pantograph equations with random magnitude (Q904612) (← links)
• The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments (Q908365) (← links)
• Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching (Q969138) (← links)
• Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations (Q984198) (← links)
• The semi-implicit Euler method for stochastic differential delay equation with jumps (Q990559) (← links)
• The split-step backward Euler method for linear stochastic delay differential equations (Q1006019) (← links)
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
• Convergence of numerical solutions for variable delay differential equations driven by Poisson random jump measure (Q1026318) (← links)
• Adaptive complete synchronization of the noise-perturbed two bi-directionally coupled chaotic systems with time-delay and unknown parametric mismatch (Q1029392) (← links)
• Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching (Q1034658) (← links)
• A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments (Q1615837) (← links)
• Analysis of a delayed stochastic predator-prey model in a polluted environment (Q1630776) (← links)
• The truncated Euler-Maruyama method for stochastic differential delay equations (Q1646675) (← links)
• Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods (Q1678396) (← links)
• Taylor approximation of stochastic functional differential equations with the Poisson jump (Q1682171) (← links)
• Convergence analysis of semi-implicit Euler methods for solving stochastic age-dependent capital system with variable delays and random jump magnitudes (Q1718435) (← links)
• Strong convergence of the split-step theta method for stochastic delay differential equations with nonglobally Lipschitz continuous coefficients (Q1722210) (← links)
• Almost sure and \(L^p\) convergence of split-step backward Euler method for stochastic delay differential equation (Q1724003) (← links)
• Numerical schemes for stochastic differential equations with variable and distributed delays: the interpolation approach (Q1724398) (← links)
• The semimartingale approach to almost sure stability analysis of a two-stage numerical method for stochastic delay differential equation (Q1724553) (← links)
• Numerical investigation of noise induced changes to the solution behaviour of the discrete FitzHugh-Nagumo equation (Q1737181) (← links)
• Large deviations for Gaussian diffusions with delay (Q1747696) (← links)
• Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614) (← links)
• Convergence of the Euler method of stochastic differential equations with piecewise continuous arguments (Q1938262) (← links)
• Approximations of numerical method for neutral stochastic functional differential equations with Markovian switching (Q1952911) (← links)
• Mean-square dissipative methods for stochastic age-dependent capital system with fractional Brownian motion and jumps (Q2007502) (← links)
• Asymptotic behaviors of a two prey one predator model with cooperation among the prey species in a stochastic environment (Q2008073) (← links)
• Tamed EM scheme of neutral stochastic differential delay equations (Q2012612) (← links)
• Convergence and stability of a numerical method for nonlinear stochastic pantograph equations (Q2017241) (← links)
• Averaging principle for stochastic differential equations with monotone condition (Q2060799) (← links)
• The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations (Q2066233) (← links)