Convergence and stability of modified partially truncated Euler-Maruyama method for stochastic differential equations with piecewise continuous arguments

The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise

(2020) Wei Zhang   INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS

Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

(2020) Yidan Geng   Numerical Mathematics-Theory Methods and Applications

Almost sure exponential stability of the $$\theta $$ θ -Euler–Maruyama method, when $$\theta \in (\frac{1}{2},1)$$ θ ∈ ( 1 2 , 1 ) , for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions

(2019) Maja Obradović et al.   CALCOLO

Tamed-Euler method for hybrid stochastic differential equations with Markovian switching

(2018) Dung T. Nguyen et al.   Nonlinear Analysis-Hybrid Systems

Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps

(2017) Huizi Yang et al.   Filomat

Convergence and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments

(2017) Y.L. Lu et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Convergence of the Tamed Euler Method for Stochastic Differential Equations with Piecewise Continuous Arguments Under Non-global Lipschitz Continuous Coefficients

(2017) M. H. Song et al.   NUMERICAL FUNCTIONAL ANALYSIS AND OPTIMIZATION

Euler approximations with varying coefficients: The case of superlinearly growing diffusion coefficients

(2016) Sotirios Sabanis   ANNALS OF APPLIED PROBABILITY

The Euler–Maruyama approximation of solutions to stochastic differential equations with piecewise constant arguments

(2016) Marija Milošević   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay

(2015) Marija Milošević   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

The truncated Euler–Maruyama method for stochastic differential equations

(2015) Xuerong Mao   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations

(2015) Surong You et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations

(2014) Xuerong Mao et al.   SYSTEMS & CONTROL LETTERS

Existence and Exponential Stability of Solutions for Stochastic Cellular Neural Networks with Piecewise Constant Argument

(2014) Xiaoai Li   Journal of Applied Mathematics

Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control

(2013) Xuerong Mao   AUTOMATICA

A note on tamed Euler approximations

(2013) Sotirios Sabanis   ELECTRONIC COMMUNICATIONS IN PROBABILITY

Convergence of the Euler Method of Stochastic Differential Equations with Piecewise Continuous Arguments

(2012) Ling Zhang et al.   Abstract and Applied Analysis

Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

(2012) Martin Hutzenthaler et al.   ANNALS OF APPLIED PROBABILITY

Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

(2012) Xuerong Mao et al.   Stochastics-An International Journal of Probability and Stochastic Processes

Numerical Solutions of Stochastic Differential Equations with Piecewise Continuous Arguments under Khasminskii-Type Conditions

(2012) Minghui Song et al.   Journal of Applied Mathematics

The improved split-step backward Euler method for stochastic differential delay equations

(2011) Xiaojie Wang et al.   INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

(2010) M. Hutzenthaler et al.   PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES