Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient-Reference-Cited by-同舟云学术

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Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient

Published:2021-01 Issue: Volume:382 Page:113087
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Yue Chao,Zhao Longbin

Funder

Key Research Program of Higher Education Institutions of Henan Province, PR China

Science and Technology Program of Henan Province, PR China

Planning Project of Philosophy and Social Science of Henan Province, PR China

NSF of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference29 articles.

1. A delay financial model with stochastic volatility; martingale method;Lee;Physica A,2011

2. Stochastic delay differential equations for genetic regulatory networks;Tian;J. Comput. Appl. Math.,2007

3. Numerical simulation of a campbell-like stochastic delay model for bacteriophage infection;Carletti;Math. Med. Biol.,2006

4. Mean-square stability of a stochastic model for bacteriophage infection with time delays;Carletti;Math. Biosci.,2007

5. Optimal control of stochastic differential delay equations with application in economics;Ivanov;Int. J. Qualitative Theory Diff. Eqns Appl.,2008

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1. Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions;Numerical Algorithms;2024-06-28

2. Strong Convergence and Asymptotic Exponential Stability of Modified Truncated EM Method for Neutral Stochastic Differential Equations with Time-dependent Delay;Frontiers of Mathematics;2023-11

3. Solution of variable‐order partial integro‐differential equation using Legendre wavelet approximation and operational matrices;ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik;2022-10-27

4. The Improved Stability Analysis of Numerical Method for Stochastic Delay Differential Equations;Mathematics;2022-09-16

5. On Mathematical Aspects of Evolution of Dislocation Density in Metallic Materials;IEEE Access;2022

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