Found 44 Documents (Results 1–44)
Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. (English) Zbl 07797194
Strong convergence and asymptotic exponential stability of modified truncated EM method for neutral stochastic differential equations with time-dependent delay. (English) Zbl 1536.65009
Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations. (English) Zbl 1514.65009
The balanced split step theta approximations of stochastic neutral Hopfield neural networks with time delay and Poisson jumps. (English) Zbl 07704198
A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order. (English) Zbl 1493.65017
Stability in distribution of numerical solution of neutral stochastic functional differential equations with infinite delay. (English) Zbl 1469.65024
Numerical method of highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching. (English) Zbl 1486.65008
Strong convergence of the split-step \(\theta\) method for neutral stochastic delay differential equations. (Chinese. English summary) Zbl 1463.60091
Strong convergence and stability of the split-step theta method for highly nonlinear neutral stochastic delay integro differential equation. (English) Zbl 1474.45082
Switching-dominated stability of numerical solutions for hybrid neutral stochastic differential delay equations. (English) Zbl 1427.65011
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations. (English) Zbl 1418.60059
Almost sure exponential stability of the \(\theta \)-Euler-Maruyama method, when \(\theta \in (\frac{1}{2},1)\), for neutral stochastic differential equations with time-dependent delay under nonlinear growth conditions. (English) Zbl 1415.65021
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. (English) Zbl 1427.65010
Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion. (English) Zbl 1403.65033
Split-step \(\theta \)-method for neutral stochastic delay differential equations. (Chinese. English summary) Zbl 1413.65011
Convergence analysis of semi-implicit Euler method for nonlinear stochastic delay differential equations of neutral type. (English) Zbl 1488.65013
Reviewer: Kosto V. Mitov
Exponential stability of the split-step \(\theta \)-method for neutral stochastic delay differential equations with jumps. (English) Zbl 1426.65009
Stability of two classes of improved backward Euler methods for stochastic delay differential equations of neutral type. (English) Zbl 1424.65004
Strong convergence of the split-step theta method for neutral stochastic delay differential equations. (English) Zbl 1370.65004
On mean square stability and dissipativity of split-step theta method for nonlinear neutral stochastic delay differential equations. (English) Zbl 1377.65008
Mean square stability of two classes of theta method for neutral stochastic differential delay equations. (English) Zbl 1386.65039
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. (English) Zbl 1319.60128
Convergence and almost sure exponential stability of implicit numerical methods for a class of highly nonlinear neutral stochastic differential equations with constant delay. (English) Zbl 1315.60070
Implicit numerical methods for highly nonlinear neutral stochastic differential equations with time-dependent delay. (English) Zbl 1335.65010
Almost sure exponential stability of solutions to highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama approximation. (English) Zbl 1305.34138
AMS-stability of the Euler-Maruyama method for linear neutral stochastic delay differential equations. (English) Zbl 1299.65012
The improved stability analysis of the backward Euler method for neutral stochastic delay differential equations. (English) Zbl 1277.60115
Stability of the stochastic theta method for nonlinear neutral stochastic delay differential equations. (Chinese. English summary) Zbl 1249.65008
Highly nonlinear neutral stochastic differential equations with time-dependent delay and the Euler-Maruyama method. (English) Zbl 1235.65009
Mean-square convergence of drift-implicit one-step methods for neutral stochastic delay differential equations with jump diffusion. (English) Zbl 1235.60085
Almost surely asymptotic stability of numerical solutions for neutral stochastic delay differential equations. (English) Zbl 1252.65018
Convergence of the semi-implicit Euler method for neutral stochastic delay differential equations with phase semi-Markovian switching. (English) Zbl 1217.65015
Mean square convergence of stochastic \(\theta\)-methods for nonlinear neutral stochastic differential delay equations. (English) Zbl 1215.65014
Reviewer: Grigori N. Milstein (Yekaterinburg)
Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations. (English) Zbl 1210.65014
Mean-square stability of Milstein methods for neutral stochastic delay differential equations. (Chinese. English summary) Zbl 1224.65014
Mean-square stability of Euler method for linear neutral stochastic delay differential equations. (Chinese. English summary) Zbl 1224.65188
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