AbstractThe paper deals with convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation. It is proved that the semi-implicit Euler method is convergent with strong order p=12. The conditions under which the method is MS-stable and GMS-stable are determined and the numerical experiments are given
In this paper we first discuss the robust stability of uncertain linear stochastic differential dela...
In this paper we first discuss the robust stability of uncertain linear stochastic differential dela...
We develop a weak numerical Euler scheme for non-linear stochastic delay differential equations (SDD...
AbstractThe paper deals with convergence and stability of the semi-implicit Euler method for a linea...
AbstractIn this paper, the numerical approximation of solutions of linear stochastic delay different...
Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integr...
An efficient numerical method is presented to analyze the moment stability and stationary behavior o...
the split-step backward Euler (SSBE) method for linear stochastic delay integro-differential equatio...
AbstractIn this paper, we study the following stochastic equations with variable delays and random j...
This paper is devoted to investigate the mean square stability of semiimplicit Milstein scheme in ap...
This paper is concerned with the numerical solution of stochastic delay differential equations. The ...
AbstractOur aim is to study under what conditions the exact and numerical solution (based on equidis...
We study weak convergence of an Euler scheme for non-linear stochastic delay differential equations ...
AbstractOne concept of the stability of a solution of an evolutionary equation relates to the sensit...
AbstractThe main aim of this paper is to establish the LaSalle-type asymptotic convergence theorems ...
In this paper we first discuss the robust stability of uncertain linear stochastic differential dela...
In this paper we first discuss the robust stability of uncertain linear stochastic differential dela...
We develop a weak numerical Euler scheme for non-linear stochastic delay differential equations (SDD...
AbstractThe paper deals with convergence and stability of the semi-implicit Euler method for a linea...
AbstractIn this paper, the numerical approximation of solutions of linear stochastic delay different...
Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integr...
An efficient numerical method is presented to analyze the moment stability and stationary behavior o...
the split-step backward Euler (SSBE) method for linear stochastic delay integro-differential equatio...
AbstractIn this paper, we study the following stochastic equations with variable delays and random j...
This paper is devoted to investigate the mean square stability of semiimplicit Milstein scheme in ap...
This paper is concerned with the numerical solution of stochastic delay differential equations. The ...
AbstractOur aim is to study under what conditions the exact and numerical solution (based on equidis...
We study weak convergence of an Euler scheme for non-linear stochastic delay differential equations ...
AbstractOne concept of the stability of a solution of an evolutionary equation relates to the sensit...
AbstractThe main aim of this paper is to establish the LaSalle-type asymptotic convergence theorems ...
In this paper we first discuss the robust stability of uncertain linear stochastic differential dela...
In this paper we first discuss the robust stability of uncertain linear stochastic differential dela...
We develop a weak numerical Euler scheme for non-linear stochastic delay differential equations (SDD...