AbstractThis paper deals with the adapted Milstein method for solving linear stochastic delay differential equations. It is proved that the numerical method is mean-square (MS) stable under suitable conditions. The obtained result shows that the method preserves the stability property of a class of linear constant-coefficient problems. This is also verified by several numerical examples
AbstractTwo unsolved problems of the stability theory for stochastic differential equations with del...
In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differ...
AbstractWe introduce a modified Milstein scheme for pathwise approximation of scalar stochastic dela...
AbstractThis paper deals with the adapted Milstein method for solving linear stochastic delay differ...
This paper is devoted to investigate the mean square stability of semiimplicit Milstein scheme in ap...
none3siIn this paper, we introduce a split-step theta Milstein (SSTM) method for n-dimensional stoch...
Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integr...
This paper is concerned with the numerical solution of stochastic delay differential equations. The ...
In this paper, we derive a moment stability region in terms of coefficient parameters for a stochast...
AbstractOur aim is to study under what conditions the exact and numerical solution (based on equidis...
In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay dif...
We propose stabilized explicit stochastic Runge–Kutta methods of strong order one half for Itô stoch...
AbstractThe paper deals with convergence and stability of the semi-implicit Euler method for a linea...
We give introductions to delay differential equations, stochastic differential equations, numerical ...
AbstractIn this paper, the numerical approximation of solutions of linear stochastic delay different...
AbstractTwo unsolved problems of the stability theory for stochastic differential equations with del...
In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differ...
AbstractWe introduce a modified Milstein scheme for pathwise approximation of scalar stochastic dela...
AbstractThis paper deals with the adapted Milstein method for solving linear stochastic delay differ...
This paper is devoted to investigate the mean square stability of semiimplicit Milstein scheme in ap...
none3siIn this paper, we introduce a split-step theta Milstein (SSTM) method for n-dimensional stoch...
Abstract In this paper, we concern stability of numerical methods applied to stochastic delay integr...
This paper is concerned with the numerical solution of stochastic delay differential equations. The ...
In this paper, we derive a moment stability region in terms of coefficient parameters for a stochast...
AbstractOur aim is to study under what conditions the exact and numerical solution (based on equidis...
In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay dif...
We propose stabilized explicit stochastic Runge–Kutta methods of strong order one half for Itô stoch...
AbstractThe paper deals with convergence and stability of the semi-implicit Euler method for a linea...
We give introductions to delay differential equations, stochastic differential equations, numerical ...
AbstractIn this paper, the numerical approximation of solutions of linear stochastic delay different...
AbstractTwo unsolved problems of the stability theory for stochastic differential equations with del...
In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differ...
AbstractWe introduce a modified Milstein scheme for pathwise approximation of scalar stochastic dela...