T-stability of the Heun method and balanced method for solving stochastic differential delay equations
DOI10.1155/2014/545830zbMath1442.65005OpenAlexW2170964868WikidataQ59053486 ScholiaQ59053486MaRDI QIDQ2336524
Publication date: 19 November 2019
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/545830
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stochastic functional-differential equations (34K50) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
Cites Work
- Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation
- Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
- \(T\)-stability of the split-step \(\theta\)-methods for linear stochastic delay integro-differential equations
- MS-stability of the Euler--Maruyama method for stochastic differential delay equations
- A note on the balanced method
- T-stability of the semi-implicit Euler method for delay differential equations with multiplicative noise
- Razumikhin-type theorems on exponential stability of stochastic functional differential equations
- Numerical solutions of stochastic differential equations -- implementation and stability issues
- An analysis of stability of Milstein method for stochastic differential equations with delay
- Convergence and stability of the balanced methods for stochastic differential equations with jumps
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