Pages that link to "Item:Q278433"
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The following pages link to Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay (Q278433):
Displaying 14 items.
- 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)
- Stochastic \(H_{2}/H_\infty\) control of nonlinear systems with time-delay and state-dependent noise (Q669377) (← links)
- Backward Euler-Maruyama method applied to nonlinear hybrid stochastic differential equations with time-variable delay (Q1729965) (← links)
- Implicit numerical methods for neutral stochastic differential equations with unbounded delay and Markovian switching (Q2008552) (← links)
- Divergence of the backward Euler method for ordinary stochastic differential equations (Q2009062) (← links)
- Strong convergence of the split-step theta method for neutral stochastic delay differential equations (Q2012631) (← links)
- Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching (Q2138859) (← links)
- Mean square convergence of explicit two-step methods for highly nonlinear stochastic differential equations (Q2279621) (← 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)
- Almost sure exponential stability of the θ-Euler-Maruyama method for neutral stochastic differential equations with time-dependent delay when θ ∈ [0; 1 2] (Q5019812) (← links)
- Almost sure and <i>p</i>th moment stability of uncertain differential equations with time-varying delay (Q6048110) (← links)
- On stability of numerical solutions of neutral stochastic delay differential equations with time‐dependent delay (Q6143612) (← links)
- Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay (Q6668704) (← links)