Positive results are derived concerning the long time dynamics of numerical simulations of stochastic differential equation systems with Markovian switching. Euler-Maruyama discretizations are shown to capture almost sure and momente xponential stability for all sufficiently small timesteps under appropriate conditions
As few stochastic differential equations have explicit solutions, the numerical schemes are studied ...
Just as ordinary and partial differential equations are used extensively in modelling, stochastic d...
Positive results are proved here about the ability of numerical simulations to reproduce the exponen...
Positive results are derived concerning the long time dynamics of numerical simulations of stochasti...
AbstractPositive results are derived concerning the long time dynamics of numerical simulations of s...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which ...
By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investiga...
In this paper, the Euler–Maruyama (EM) method with random variable stepsize is studied to reproduce ...
This paper is mainly concerned with whether the almost sure exponential stability of stochastic diff...
Solving stochastic differential equations (SDEs) numerically, explicit Euler-Maruyama (EM) schemes a...
The partially truncated Euler–Maruyama (EM) method is proposed in this paper for highly nonlinear st...
This paper is concerned with the almost sure exponential stability of the n -dimensional nonlinear h...
The understanding of adaptive algorithms for stochastic differential equations (SDEs) is an open are...
As few stochastic differential equations have explicit solutions, the numerical schemes are studied ...
Just as ordinary and partial differential equations are used extensively in modelling, stochastic d...
Positive results are proved here about the ability of numerical simulations to reproduce the exponen...
Positive results are derived concerning the long time dynamics of numerical simulations of stochasti...
AbstractPositive results are derived concerning the long time dynamics of numerical simulations of s...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
This is a continuation of the first author's earlier paper [1] jointly with Pang and Deng, in which ...
By the continuous and discrete nonnegative semimartingale convergence theorems, this paper investiga...
In this paper, the Euler–Maruyama (EM) method with random variable stepsize is studied to reproduce ...
This paper is mainly concerned with whether the almost sure exponential stability of stochastic diff...
Solving stochastic differential equations (SDEs) numerically, explicit Euler-Maruyama (EM) schemes a...
The partially truncated Euler–Maruyama (EM) method is proposed in this paper for highly nonlinear st...
This paper is concerned with the almost sure exponential stability of the n -dimensional nonlinear h...
The understanding of adaptive algorithms for stochastic differential equations (SDEs) is an open are...
As few stochastic differential equations have explicit solutions, the numerical schemes are studied ...
Just as ordinary and partial differential equations are used extensively in modelling, stochastic d...
Positive results are proved here about the ability of numerical simulations to reproduce the exponen...