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
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...
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...
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...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
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...
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...
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...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
Relatively little is known about the ability of numerical methods for stochastic differential equati...
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...