Convergence in probability of numerical solutions to neutral stochastic differential equations

被引：0

作者：

机构：

[1] Yi, Rui

来源：

Yi, R. (yirui@wlmq.mail.xj-n-tax.gov.cn) | 1600年 / ICIC Express Letters Office卷 / 05期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

共 50 条

[1] Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
Zhou, Shaobo
Wu, Fuke
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 229 (01) : 85 - 96
[2] Numerical solutions of neutral stochastic functional differential equations
Wu, Fuke
Mao, Xuerong
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2008, 46 (04) : 1821 - 1841
[3] Convergence of numerical solutions to stochastic differential equations with Markovian switching
Fan, Zhencheng
APPLIED MATHEMATICS AND COMPUTATION, 2017, 315 : 176 - 187
[4] Pathwise convergence rate for numerical solutions of stochastic differential equations
Son Luu Nguyen
Yin, G.
IMA JOURNAL OF NUMERICAL ANALYSIS, 2012, 32 (02) : 701 - 723
[5] Convergence of numerical solutions to stochastic delay differential equations with jumps
Li, RH
Meng, HB
Dai, YH
APPLIED MATHEMATICS AND COMPUTATION, 2006, 172 (01) : 584 - 602
[6] A note on order of convergence of numerical method for neutral stochastic functional differential equations
Jiang, Feng
Shen, Yi
Wu, Fuke
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2012, 17 (03) : 1194 - 1200
[7] Numerical solutions of neutral stochastic functional differential equations with Markovian switching
Hu, Yuru
Chen, Huabin
Yuan, Chenggui
ADVANCES IN DIFFERENCE EQUATIONS, 2019, 2019 (1)
[8] Numerical solutions of neutral stochastic functional differential equations with Markovian switching
Yuru Hu
Huabin Chen
Chenggui Yuan
Advances in Difference Equations, 2019
[9] Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by G-Brownian motion
Li, Guangjie
Yang, Qigui
COMPUTATIONAL & APPLIED MATHEMATICS, 2018, 37 (04): : 4301 - 4320
[10] Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
Son Luu Nguyen
Yin, G.
NONLINEAR ANALYSIS-REAL WORLD APPLICATIONS, 2012, 13 (03) : 1170 - 1185

← 1 2 3 4 5 →