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

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

(2016) Marija Milošević   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations

(2016) Xuerong Mao   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

High-order split-step theta methods for non-autonomous stochastic differential equations with non-globally Lipschitz continuous coefficients

(2016) Chao Yue   MATHEMATICAL METHODS IN THE APPLIED SCIENCES

On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations

(2016) Konstantinos Dareiotis et al.   SIAM JOURNAL ON NUMERICAL ANALYSIS

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

Strong convergence of the stopped Euler–Maruyama method for nonlinear stochastic differential equations

(2013) Wei Liu et al.   APPLIED MATHEMATICS AND COMPUTATION

Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients

(2013) Xiaofeng Zong et al.   APPLIED MATHEMATICS AND COMPUTATION

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

(2013) Xuerong Mao   AUTOMATICA

The improved split-stepθmethods for stochastic differential equation

(2013) Qian Guo et al.   MATHEMATICAL METHODS IN THE APPLIED SCIENCES

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

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

The tamed Milstein method for commutative stochastic differential equations with non-globally Lipschitz continuous coefficients

(2012) Xiaojie Wang et al.   JOURNAL OF DIFFERENCE EQUATIONS AND APPLICATIONS

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

Convergence of the Stochastic Euler Scheme for Locally Lipschitz Coefficients

(2011) Martin Hutzenthaler et al.   FOUNDATIONS OF COMPUTATIONAL 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

Split-step forward methods for stochastic differential equations

(2009) Peng Wang et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS