The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations-Reference-Cited by-同舟云学术

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The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations

Published:2022-11 Issue: Volume:181 Page:234-254
ISSN:0168-9274
Container-title:Applied Numerical Mathematics
language:en
Short-container-title:Applied Numerical Mathematics

Author:

Gao Shuaibin,Hu Junhao,He Jie^ORCID,Guo Qian

Funder

National Natural Science Foundation of China

Science and Technology Innovation Plan Of Shanghai Science and Technology Commission

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics,Numerical Analysis

Reference51 articles.

1. Modeling with Itô Stochastic Differential Equations;Allen,2007

2. A Primer of Nonlinear Analysis;Ambrosetti,1993

3. Preserving positivity in solutions of discretised stochastic differential equations;Appleby;Appl. Math. Comput.,2010

4. Stochastic Differential Equations: Theory and Applications;Arnold,1974

5. Numerical analysis of explicit one-step methods for stochastic delay differential equations;Baker;J. Comput. Math.,2000

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations;Journal of Computational and Applied Mathematics;2024-01

2. Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments;Numerical Algorithms;2023-09-22

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