Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Exponential mean square stability of numerical methods for systems of stochastic differential equations
Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients
The truncated Euler-Maruyama method for stochastic differential equations
Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments
The partially truncated Euler-Maruyama method and its stability and boundedness
Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
The Euler-Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments
Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons
The truncated Euler-Maruyama method for stochastic differential delay equations
Strong convergence rates of modified truncated EM method for stochastic differential equations
Existence and exponential stability of solutions for stochastic cellular neural networks with piecewise constant argument
The truncated Milstein method for stochastic differential equations with commutative noise
Numerical solutions of stochastic differential equations with piecewise continuous arguments under Khasminskii-type conditions
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients
Strong convergence of the truncated Euler–Maruyama method for stochastic functional differential equations
The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise
Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments
Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps
Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability

This page was built for publication: Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments