[PDF] Top 20 Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
... the almost sure asymptotic stability of SDEs, including SDDEs and ...of stochastic difference equations and [31] examined almost sure stability of the ... See full document
22
Almost sure exponential stability of hybrid stochastic functional differential equations
... We do not know if (3.2) is equivalent to (3.4) under this assumption yet. In this paper, we will show that condition (2.3) and Assumptions 3.1 and 3.2 are sufficient to guarantee the almost sure ... See full document
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Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations
... the stability theory of both ordinary and stochastic differential ...the stability of deterministic difference equations, some papers (for example, [8, 18, 19]) examined the ... See full document
19
Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps
... the almost sure and mean-square exponential stability of the trivial solution of NSFDEs with jumps, and examines the conditions under which the explicit EM method can reproduce the ... See full document
16
Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations
... of exponential stability of neutral stochastic functional differential equations, and in this paper, we shall further our study in this ...neutral stochastic ... See full document
14
The truncated Euler-Maruyama method for stochastic differential delay equations
... E.: Exponential stability in p-th mean of solutions, and of convergent Euler- type solutions, of stochastic delay differential ...delay differential equations with a ... See full document
26
Convergence and stability of the exponential Euler method for semi linear stochastic delay differential equations
... Most stochastic dif- ferential equations (SDEs) are nonlinear and cannot be solved explicitly, whence numerical solutions are required in ...gave almost sure and moment exponential ... See full document
19
Almost sure exponential stability of stochastic differential delay equations
... unstable differential equation ˙ x(t) = αx(t), we see that it is the stochastic feedback control σx(t)dB (t) that stabilizes the unstable system ˙ x(t) = ...αx(t). Stochastic stabi- lization of ... See full document
16
Almost sure exponential stability in the numerical simulation of stochastic differential equations
... where stochastic stability means almost sure exponential stability, so far most results answer (Q1), but few address ...the Euler–Maruyama ...the ... See full document
20
Almost sure exponential stability of numerical solutions for stochastic delay differential equations
... the almost sure exponential stability of the exact solution to ...the almost sure exponential stability of the EM approximations in ...the almost ... See full document
17
Almost sure exponential stability of an explicit stochastic orthogonal Runge Kutta Chebyshev method for stochastic delay differential equations
... about almost sure stabil- ity of Runge-Kutta type methods for SDDEs, and nearly all existing results concerned with Euler-Maruyama type ...the almost sure stability of the ... See full document
8
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 much more ... See full document
21
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
... The Euler-type methods with the random variable stepsize, were also considered in different aspects, for instance in [5] to reproduce the finite time explosion of SDEs, in [11] to study convergence and ergodicity, ... See full document
24
Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations
... hybrid stochastic differential equations ...the stability. Indeed, the stability analysis of numerical methods for SDEs has recently received a great deal of attention (see ...the ... See full document
23
Stability of numerical method for semi linear stochastic pantograph differential equations
... of stochastic pantograph differential equations under the linear growth conditions, and the backward Euler-Maruyama method can reproduce almost surely exponential sta- bility for ... See full document
11
On One Step Method of Euler Maruyama Type for Solution of Stochastic Differential Equations Using Varying Stepsizes
... of Euler-Maruyama (EMM) type has been developed for the solu- tion of general first order stochastic differential equations (SDEs) using Itô integral equation as basis ... See full document
15
Almost Sure Exponential Stability of Nonlinear Stochastic Delayed Systems with Markovian Switching and L´evy Noises
... nonlinear stochastic delayed systems with Markovian switching and L´evy noises is introduced and some important lemmas are ...the almost sure ex- ponential stability of the ... See full document
8
Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
... dx(t) = (x(t) − x 3 (t))dt + |x(t)| 3/2 dB(t), (3.18) where B (t) is a scalar Brownian motion. This is a specified Lewis stochastic volatility model [19]. The reason we only consider this specified model is to ... See full document
19
Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation
... 12 4 5 6 7 8 9 10 13 14 15 16 17 Convergence analysis of the EM approximate solutions In this section, we will study the convergence of the EM approximate solutions for hybrid SDEs with [r] ... See full document
33
On the almost sure running maxima of solutions of affine stochastic functional differential equations
... using stochastic differential equations with delay, as they represent systems which evolve in a random environment and whose evolution depends on the past states of the system through either memory or time ... See full document
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