An explicit approximation for super-linear stochastic functional differential equations (Q6190447)

scientific article; zbMATH DE number 7800507

Language	Label	Description	Also known as
English	An explicit approximation for super-linear stochastic functional differential equations	scientific article; zbMATH DE number 7800507

Statements

instance of

scholarly article

0 references

title

An explicit approximation for super-linear stochastic functional differential equations (English)

0 references

0 references

0 references

0 references

Stochastic Processes and their Applications

0 references

publication date

6 February 2024

0 references

full work available at URL

https://arxiv.org/abs/2208.10214

0 references

zbMATH Keywords

stochastic functional differential equation

0 references

truncated Euler-Maruyama scheme

0 references

boundedness

0 references

strong convergence

0 references

exponential stability

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Stochastic systems with memory and jumps

0 references

Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠

0 references

The ⊝-Maruyama scheme for stochastic functional differential equations with distributed memory term *

0 references

Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations

0 references

Numerical Methods for Stochastic Delay Differential Equations Via the Wong--Zakai Approximation

0 references

The European option with hereditary price structures

0 references

Functional Itō calculus and stochastic integral representation of martingales

0 references

On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations

0 references

Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations

0 references

Functional Itô calculus

0 references

Discrete-time approximations of stochastic delay equations: the Milstein scheme.

0 references

Numerical approximations of stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Stability of the split-step backward Euler scheme for stochastic delay integro-differential equations with Markovian switching

0 references

Abstract algebraic-delay differential systems and age structured population dynamics

0 references

Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations

0 references

Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

0 references

Complete backward Euler numerical scheme for general SFDEs with exponential stability under the polynomial growth condition

0 references

Mean-square stability of two classes of \(\theta \)-methods for neutral stochastic delay integro-differential equations

0 references

Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations

0 references

Numerical Solutions of Stochastic Functional Differential Equations

0 references

Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions

0 references

Stochastic Differential Equations with Markovian Switching

0 references

Stochastic functional Kolmogorov equations. I: Persistence

0 references

Stochastic functional Kolmogorov equations. II: Extinction

0 references

Stability of stochastic functional differential equations with regime-switching: analysis using Dupire's functional Itô formula

0 references

Mean-square stability of Milstein method for linear hybrid stochastic delay integro-differential equations

0 references

Existence and uniqueness of solutions of stochastic functional differential equations

0 references

Lyapunov Functionals and Stability of Stochastic Functional Differential Equations

0 references

The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations

0 references

A stochastic delay financial model

0 references

\(\theta\)-Maruyama methods for nonlinear stochastic differential delay equations

0 references

Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations

0 references

Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations

0 references

Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons

0 references

Weak approximation of stochastic differential delay equations for bounded measurable function

0 references

Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations

0 references

Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation

0 references

Strong convergence of implicit numerical methods for nonlinear stochastic functional differential equations

0 references

Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation

0 references

Identifiers

arXiv ID

2208.10214

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

10.1016/J.SPA.2023.104275

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6190447