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
Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integr...
This paper is concerned with the almost sure exponential stability of the multidimensional nonlinear...
This paper is devoted to investigate the mean square stability of semiimplicit Milstein scheme in ap...
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...
Over the last few decades, the numerical methods for stochastic differential delay equations (SDDEs)...
AbstractOur aim is to study under what conditions the exact and numerical solution (based on equidis...
In this paper we investigate explicit numerical approximations for stochastic differential delay equ...
AbstractIn this paper we present the composite Euler method for the strong solution of stochastic di...
AbstractIn this paper, we study the following stochastic equations with variable delays and random j...
AbstractThis paper deals with the adapted Milstein method for solving linear stochastic delay differ...
The numerical solutions of stochastic differential delay equations (SDDEs) under the generalized Kha...
AbstractWe consider the problem of the numerical solution of stochastic delay differential equations...
A theorem was originally proposed to deal with the stochastic theta methods when they are applied to...
AbstractOne concept of the stability of a solution of an evolutionary equation relates to the sensit...
Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integr...
This paper is concerned with the almost sure exponential stability of the multidimensional nonlinear...
This paper is devoted to investigate the mean square stability of semiimplicit Milstein scheme in ap...
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...
Over the last few decades, the numerical methods for stochastic differential delay equations (SDDEs)...
AbstractOur aim is to study under what conditions the exact and numerical solution (based on equidis...
In this paper we investigate explicit numerical approximations for stochastic differential delay equ...
AbstractIn this paper we present the composite Euler method for the strong solution of stochastic di...
AbstractIn this paper, we study the following stochastic equations with variable delays and random j...
AbstractThis paper deals with the adapted Milstein method for solving linear stochastic delay differ...
The numerical solutions of stochastic differential delay equations (SDDEs) under the generalized Kha...
AbstractWe consider the problem of the numerical solution of stochastic delay differential equations...
A theorem was originally proposed to deal with the stochastic theta methods when they are applied to...
AbstractOne concept of the stability of a solution of an evolutionary equation relates to the sensit...
Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integr...
This paper is concerned with the almost sure exponential stability of the multidimensional nonlinear...
This paper is devoted to investigate the mean square stability of semiimplicit Milstein scheme in ap...