[PDF] Top 20 Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations
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Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations
... A discrete stochastic Razumikhin-type theorem is established to investigate whether the Euler–Maruyama (EM) scheme can reproduce the mo- ment exponential stability of ... See full document
19
Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... important type of stochastic system model, and their stability analysis has attracted considerable attention in recent ...most stochastic systems cannot be solved explicitly, the research on ... See full document
16
Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
... the stability analysis of the under- lying numerical scheme for the non-linear SDEs ...the functional estimated by a Monte Carlo simulation may be significantly different from that of the expected ... See full document
21
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) ...semi-implicit Euler ... See full document
15
Razumikhin Type Theorems on General Decay Stability of Impulsive Stochastic Functional Differential Systems with Markovian Switching
... the Razumikhin approach in stochastic functional differential equations [9] and in neutral stochastic functional differential equations [10] to investigate ... See full document
13
Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
... main technique employed in this paper is the well-known Razumikhin argument (see Razumikhin [13], ...this technique, applying Itˆ o’s formula to e λt | x(t) − G(x t ) | 2 , one may see that to ... See full document
14
Stability of two classes of improved backward Euler methods for stochastic delay differential equations of neutral type
... Mean-square stability analysis of numerical solution for system of stochastic differen- tial equations (SDEs) is one of the key problems in stochastic analysis (see [8], [17] and ...on ... See full document
13
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
Razumikhin Type Theorems on p th Moment Stability for Stochastic Switching Nonlinear Systems with Delay
... that stability is the major issue of control theory. Lyapunov-Razumikhin technique has been a powerful and effective method for investigating ...stability. Razumikhin developed ... See full document
8
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 sciences, ... See full document
12
Razumikhin type theorem and mean square asymptotic behavior of the backward Euler method for neutral stochastic pantograph equations
... The Razumikhin-type stability theorems of neutral stochastic functional differential equations (NFDEs) were investigated by several authors, but there was almost no ... See full document
15
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
... the technique of adjusting the size of each step has been broadly used in the multi-stage methods (see for example [3, 4, 18], and references ...control technique, some steps could be rejected then smaller ... See full document
24
Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
... and discrete nonnegative semimartingale convergence theo- rems, this paper investigates conditions under which the Euler–Maruyama (EM) approxi- mations of stochastic functional ... See full document
22
Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
... EM method and pointed out that condition ...tamed Euler method in two ...The stability of the truncated EM method was also ...EM method is able to preserve the asymptotic ... See full document
16
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 negative ... See full document
17
Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations
... truncated Euler–Maruyama method is employed together with the Multi-level Monte Carlo method to approximate expectations of some func- tions of solutions to stochastic ... See full document
12
Convergence and stability of the exponential Euler method for semi linear stochastic delay differential equations
... exponential stability in mean square of the exponential Euler method ...the stability region of the numerical solution to the equation is the same as that of the analytical solution, which ... See full document
19
The partially truncated Euler-Maruyama method and its stability and boundedness
... exponential stability and the mean square asymptotic boundedness are only sufficient, but not ...EM method can still work if the assumptions in this paper are further ... See full document
31
Stability Problem of Ulam for Euler Lagrange Quadratic Mappings
... named Euler-Lagrange mappings and the corresponding Euler-Lagrange equations might be called Euler-Lagrange ...and equations were not known at all in functional equations ... See full document
15
Stability of sets of stochastic functional differential equations with impulse effect
... the Razumikhin method developed in [, , ] to investi- gate the stability of sets for a class of impulsive stochastic functional differential ...for stochastic ... See full document
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