Numerical and mathematical analysis of blow-up problems for a stochastic differential equation
type: Item
instance of: scholarly article
title: Numerical and mathematical analysis of blow-up problems for a stochastic differential equation
zbMATH Open document ID: 1479.60114
author: Tetsuya Ishiwata
author: Young Chol Yang
published in: Discrete and Continuous Dynamical Systems. Series S
publication date: 2021-05-07T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 34F05
zbMATH DE Number: 7345418
zbMATH Keywords: SDE
zbMATH Keywords: blow-up
zbMATH Keywords: blow-up time
zbMATH Keywords: Euler-Maruyama scheme
zbMATH Keywords: adaptive time step control
MaRDI profile type: Publication
full work available at URL: dcdss.2020391
OpenAlex ID: W3034814886
cites work: Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
cites work: Stabilization and Destabilization of Nonlinear Differential Equations by Noise
cites work: Numerical Analysis of Stochastic Differential Equations with Explosions
cites work: Q5445631
cites work: Q4002114
cites work: Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations
cites work: Q4004325
cites work: Finite-difference modeling à la Mickens of the distribution of the stopping time in a stochastic differential equation
cites work: A study of the recursion \(y_{n+1}=y_ n+\tau y^ m_ n\)
DOI: 10.3934/DCDSS.2020391
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description: scientific article; zbMATH DE number 7345418