[PDF] Top 20 Convergence and stability of the exponential Euler method for semi linear stochastic delay differential equations
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Convergence and stability of the exponential Euler method for semi linear stochastic delay differential equations
... the exponential stability in mean square of the exact solution to SLSDDEs by using the definition of logarithmic ...implicit Euler scheme to SLSDDEs is known to be exponentially stable in mean square ... See full document
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Stability of Exponential Euler Method for Linear Stochastic Delay Differential Equations
... of stochastic differential delay equations under the generalized Khasminskii-type conditions, Applied Mathematics and Computation, 217(2011), ...Ding, Convergence and stability ... See full document
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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
... semimartingale convergence theorems as lemmas for the use of this ...existing stability results for the exact solution of the SFDE ...sure exponential stability of the EM approximate sequence ... See full document
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Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure
... the stability of SDEs with Poisson random measure, only limited results have been presented in currently known ...asymptotic stability of linear SDEs with Poisson random measure depends on the ... See full document
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Analysis of stability for stochastic delay integro differential equations
... concern stability of numerical methods applied to stochastic delay integro-differential ...For linear stochastic delay integro-differential equations, it is shown that the ... See full document
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Equivalence of the mean square stability between the partially truncated Euler–Maruyama method and stochastic differential equations with super linear growing coefficients
... square stability between different types of SDEs and their numerical ...the stochastic differential delay equations (SDDEs) and the Euler– Maruyama (EM) ...the semi-implicit ... See full document
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Almost sure exponential stability of numerical solutions for stochastic delay differential equations
... semimartingale convergence theorems as lemmas for the use of this ...sure exponential stability of the exact solution to ...sure exponential stability of the EM approximations in ...EM ... See full document
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The truncated Euler-Maruyama method for stochastic differential delay equations
... the linear growth condition plus the local Lipschitz condition have been discussed intensively by many authors (see, ...the Euler–Maruyama (EM) numerical solu- tions converge to the true solutions in ... See full document
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Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
... the stability. Intuitively, even though a numerical method such as the Euler–Maruyama can match the stability properties of a single linear SDE for sufficiently small ∆ > 0, it is ... See full document
21
Numerical solution of stochastic state dependent delay differential equations: convergence and stability
... strong convergence and the mean-square stability of the split-step backward Euler method to linear SDDEs with constant lag and took the stepsize as a multiplier of ...a ... See full document
34
On pth moment exponential stability of stochastic differential equations with Markovian switching and time varying delay
... the stability of stochastic differential equations has been extensively studied by many authors (see, ...the stability of stochastic differen- tial equations with Markovian ... See full document
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Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
... strong convergence result we will proceed to the stability analysis of the under- lying numerical scheme for the non-linear SDEs ...a stochastic version of the LaSalle ...Lyapunov ... See full document
21
The truncated Milstein method for stochastic differential equations with commutative noise
... tamed Euler method [22,23] is one of the most popular explicit methods that were developed particularly for the super-linear ...strong convergence for the tamed Euler method, the ... See full document
13
Stability of numerical method for semi linear stochastic pantograph differential equations
... of stability are somewhat restrictive as applied to prac- tical ...the exponential Euler method applied to the system for any step-size h > ...the exponential Euler ... See full document
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Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... The exponential stability of trivial solution and the numerical solution for neutral stochastic func- tional differential equations (NSFDEs) with jumps is ...The stability includes the ... See full document
16
Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
... strong convergence theory of numerical methods for nonlinear stochastic differential equations (SDEs) without the global Lipschitz condition has become more and more ...classical ... See full document
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Almost sure exponential stability of an explicit stochastic orthogonal Runge Kutta Chebyshev method for stochastic delay differential equations
... for stochastic differential equations (SDEs) has recently attracted an increasing ...of stability, i.e., almost sure stability [–] and moment stability [–], of the numerical ... See full document
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Exponential stability of highly nonlinear neutral pantograph stochastic differential equations
... by linear functions (see, ...on stability for highly nonlinear stochastic delay ...the stability and boundedness for nonlinear stochastic differential delay ... See full document
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Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations
... hybrid stochastic differential equations ...numerical method reproduce the characteristics of a test SDE?” One of the important characteristics of the test SDE is the ...the stability ... See full document
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14. On the stability and instability of functional Volterra integro-differential equations of first order
... [9] John R. Graef, C. Tun¸ c and S. Sevgin, Behavior of solutions of non-linear functional Voltera integro -differential equations with multiple delays, Dynam. Systems Appl. 25 (2016) 39–46. [10] G. ... See full document
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