[PDF] Top 20 Convergence and stability of stochastic parabolic functional differential equations
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Convergence and stability of stochastic parabolic functional differential equations
... years, stochastic parabolic partial differential equations have received a great deal of attention due to their important applications in biological, control engineering, economics, physics, social ... See full document
12
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
... strong convergence and almost sure stability of Euler-Maruyama (EM) type approximations to the solutions of stochastic differential equations (SDEs) with non-linear and non- ... See full document
21
Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
... be arbitrarily close to q / 2 under some additional conditions. However, there are some restrictions on the truncation functions and these restrictions sometimes might force the step size to be so small that the ... See full document
16
Convergence and stability of the exponential Euler method for semi linear stochastic delay differential equations
... strong convergence and exponential stability in mean square of the exponential Euler method to semi-linear stochastic delay differential equations ... See full document
19
Analysis of the stability and convergence of a finite difference approximation for stochastic partial differential equations
... Abstract In this paper, an implicit finite difference scheme is proposed for the numerical solu- tion of stochastic partial differential equations (SPDEs) of Itˆ o type. The consistency, stability, and ... See full document
25
Numerical solution of stochastic state dependent delay differential equations: convergence and stability
... of stochastic delay differential equations has been widely developed but frequently for the cases where the delay term has a simple ...then convergence in the mean-square sense is ...asymptotic ... See full document
34
Convergence and stability of the compensated split step θ method for stochastic differential equations with jumps
... In this paper, we investigate the convergence and mean-square stability of the CSSθ method for SDEwJs. The outline of the paper is as follows. In Section , we introduce some notations and hypotheses and ... See full document
19
Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure
... a convergence theorem of the method is proved by four lemmas under the Lipschitz conditions and the linear growth ...mean-square stability of such an equation is analyzed. Subsequently, the stability ... See full document
17
STABILITY AND CONVERGENCE FOR NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS
... partial differential equations written in the general form ...its stability and convergence. We state and prove Stability and Convergence Theorems for the general scheme ... See full document
49
Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... exponential stability of the trivial solution of NSFDEs with jumps, and examines the conditions under which the explicit EM method can reproduce the corresponding stability of the underlying ...exponential ... See full document
16
On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G Brownian motion
... Several stochastic dynamical systems not only rely on current and past values but also include derivatives with ...Neutral stochastic functional differential equations (NSFDEs) are employed to ... See full document
16
The p th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition
... formula, stochastic func- tional differential equations (SFDEs) have been used successfully to model such systems in many application fields such as biology, engineering, economics and finance ...The ... See full document
24
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
8
Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
... simulations. Convergence and stability of these methods are well understood for SDEs with Lipschitz continuous coefficients: see [26] for ...strong convergence and stability questions for ... See full document
21
Numerical solution of parabolic equations by the box scheme
... a convergence proof of this scheme for the heat equation, for a linear parabolic system, and for a class of nonlinear parabolic equations.. Von Neumann stability is shown to hold for the[r] ... See full document
134
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 ...exponential stability of the EM approximate sequence ¹x k º k0 ... See full document
22
Exponential stability of stochastic functional differential equations with Markovian switching and delayed impulses via Razumikhin method
... hybrid stochastic systems with bounded time-varying ...the stability for hybrid stochastic ...2, stochastic func- tional differential equations with Markovian switching and ... See full document
18
Conditions for global existence of solutions of ordinary differential, stochastic differential, and parabolic equations
... to stochastic differential equations (SDE) and parabolic equations (PE) allows us to prove similar necessary and sufficient conditions for global in time existence of solutions of special sorts: ... See full document
12
Partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching by boundary condition
... partial stochastic asymptotic stability of neutral stochastic functional differential equations with Markovian switching (NSFDEwMSs) has been investigated, the sufficient conditions for ... See full document
8
Stability of stochastic differential equations in infinite dimensions
... particular, stochastic partial differential equations with finite or infinite delays seem very important as models of biological, chemical, physical and eco- nomical ...corresponding stability ... See full document
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