Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay (Q6668704)

scientific article; zbMATH DE number 7972602

Language	Label	Description	Also known as
English	Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay	scientific article; zbMATH DE number 7972602

Statements

instance of

scholarly article

0 references

title

Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay (English)

0 references

author

Aleksandra M. Petrović

0 references

M. Milosevic

0 references

published in

Stochastic Analysis and Applications

0 references

publication date

22 January 2025

0 references

0 references

0 references

Stochastic delay differential equations of three-species prey-predator system with cooperation among prey species

0 references

The influence of time-dependent delay on behavior of stochastic population model with the allee effect

0 references

Stochastic delay differential neoclassical growth model

0 references

Q4004325

0 references

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

0 references

Divergence of the multilevel Monte Carlo Euler method for nonlinear stochastic differential equations

0 references

Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation

0 references

Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method

0 references

Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching

0 references

Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method

0 references

Stochastic Differential Equations with Markovian Switching

0 references

Almost sure exponential stability of numerical solutions for stochastic delay differential equations

0 references

Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay

0 references

Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion

0 references

The improved split-step backward Euler method for stochastic differential delay equations

0 references

Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients

0 references

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

0 references

Convergence of the stochastic Euler scheme for locally Lipschitz coefficients

0 references

On a perturbation theory and on strong convergence rates for stochastic ordinary and partial differential equations with nonglobally monotone coefficients

0 references

Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.

0 references

Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

0 references

Exponential convergence of Langevin distributions and their discrete approximations

0 references

Divergence of the backward Euler method for ordinary stochastic differential equations

0 references

Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation

0 references

Convergence and almost sure polynomial stability of the backward and forward-backward Euler methods for highly nonlinear pantograph stochastic differential equations

0 references

Identifiers

DOI

10.1080/07362994.2024.2396093

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:6668704