Results 91 to 100 of about 182 (102)

Mean-square convergence of the BDF2-Maruyama and backward Euler schemes for SDE satisfying a global monotonicity condition

BIT Numerical Mathematics, 2016
Adam Andersson, Raphaël Kruse, Kruse Raphaël   +2 more
exaly  

Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations

Journal of Computational and Applied Mathematics, 2011
Xuerong Mao, Alison Gray
exaly  

Almost sure exponential stability of the backward Euler–Maruyama scheme for stochastic delay differential equations with monotone-type condition

Journal of Computational and Applied Mathematics, 2015
Lin Chen, Fuke Wu
exaly  

Almost sure exponential stability of the backward Euler–Maruyama discretization for highly nonlinear stochastic functional differential equation

Applied Mathematics and Computation, 2014
Shaobo Zhou, Zheng Fang
exaly  

The truncated Euler–Maruyama method for stochastic differential equations

Journal of Computational and Applied Mathematics, 2015
Xuerong Mao
exaly  

Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations

Journal of Computational and Applied Mathematics, 2016
Xuerong Mao
exaly  

Strong convergence and stability of backward Euler–Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation

Calcolo, 2014
Shaobo Zhou, Zhou Shaobo
exaly  

Convergence of the Euler–Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient

Numerische Mathematik, 2017
GÜNTHER Leobacher, Michaela Szölgyényi   +1 more
exaly  

The partially truncated Euler–Maruyama method and its stability and boundedness

Applied Numerical Mathematics, 2017
Qian Guo, Ｗei Liu, Xuerong Mao
exaly  

MS-stability of the Euler–Maruyama method for stochastic differential delay equations

Applied Mathematics and Computation, 2004
Wanrong Cao, Mingzhu Liu
exaly