Convergence and stability of balanced methods for stochastic delay integro-differential equations
暂无分享,去创建一个
[1] Jamie Alcock,et al. A note on the Balanced method , 2006 .
[2] Evelyn Buckwar,et al. Exponential stability in p -th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations , 2005 .
[3] X. Mao,et al. Numerical solutions of stochastic differential delay equations under local Lipschitz condition , 2003 .
[4] Evelyn Buckwar,et al. Introduction to the numerical analysis of stochastic delay differential equations , 2000 .
[5] Peng Wang,et al. Split-step backward balanced Milstein methods for stiff stochastic systems , 2009 .
[6] Siqing Gan,et al. Asymptotic stability of balanced methods for stochastic jump-diffusion differential equations , 2013, J. Comput. Appl. Math..
[7] Siqing Gan,et al. Mean-square exponential stability of stochastic theta methods for nonlinear stochastic delay integro-differential equations , 2012 .
[8] Mou-Hsiung Chang,et al. The European option with hereditary price structures: Basic theory , 1999, Appl. Math. Comput..
[9] G. Milstein. Numerical Integration of Stochastic Differential Equations , 1994 .
[10] Mingzhu Liu,et al. Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation , 2004 .
[11] L. Rogers,et al. Complete Models with Stochastic Volatility , 1998 .
[12] Xiaohua Ding,et al. Convergence and stability of the semi-implicit Euler method for linear stochastic delay integro-differential equations , 2006, Int. J. Comput. Math..
[13] Xuerong Mao,et al. Stability of stochastic integro differiential equations , 2000 .
[14] E. Platen,et al. Balanced Implicit Methods for Stiff Stochastic Systems , 1998 .
[15] Hongli Wang,et al. Convergence and stability of the split-step backward Euler method for linear stochastic delay integro-differential equations , 2010, Math. Comput. Model..
[16] Y. Kuang. Delay Differential Equations: With Applications in Population Dynamics , 2012 .
[17] Kolmanovskii,et al. Introduction to the Theory and Applications of Functional Differential Equations , 1999 .
[18] Changlin Mei,et al. The semi-implicit Euler method for stochastic differential delay equation with jumps , 2007, Appl. Math. Comput..
[19] Evelyn Buckwar,et al. NUMERICAL ANALYSIS OF EXPLICIT ONE-STEP METHODS FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS , 1975 .
[20] E. Platen,et al. Strong discrete time approximation of stochastic differential equations with time delay , 2000 .