Convergence rates of the solution of a Volterra-type stochastic differential equations to a non-equilibrium limit

Mapping Intimacies ◽

10.14232/ejqtde.2007.7.1 ◽

2007 ◽

Author(s):

John A. D. Appleby

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates ◽

Volterra Type ◽

Equilibrium Limit ◽

Non Equilibrium

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Strong convergence rates of modified truncated EM method for stochastic differential equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2017.11.024 ◽

2018 ◽

Vol 334 ◽

pp. 1-17 ◽

Author(s):

Guangqiang Lan ◽

Fang Xia

Keyword(s):

Differential Equations ◽

Strong Convergence ◽

Stochastic Differential Equations ◽

Convergence Rates ◽

Em Method ◽

Strong Convergence Rates

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Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process

Bernoulli ◽

10.3150/21-bej1345 ◽

2022 ◽

Vol 28 (1) ◽

Author(s):

Xiaobin Sun ◽

Longjie Xie ◽

Yingchao Xie

Keyword(s):

Weak Convergence ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates ◽

Stable Process ◽

Strong And Weak Convergence

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Convergence rates of the truncated Euler–Maruyama method for stochastic differential equations

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2015.09.035 ◽

2016 ◽

Vol 296 ◽

pp. 362-375 ◽

Author(s):

Xuerong Mao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates

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Convergence rates of full-implicit truncated Euler–Maruyama method for stochastic differential equations

Journal of Applied Mathematics and Computing ◽

10.1007/s12190-018-1206-8 ◽

2018 ◽

Vol 60 (1-2) ◽

pp. 147-168 ◽

Author(s):

Haining Wen

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates

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Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

Stochastics ◽

10.1080/17442508.2011.651213 ◽

2012 ◽

Vol 85 (1) ◽

pp. 144-171 ◽

Author(s):

Xuerong Mao ◽

Lukasz Szpruch

Keyword(s):

Differential Equations ◽

Strong Convergence ◽

Stochastic Differential Equations ◽

Diffusion Coefficients ◽

Convergence Rates ◽

Linear Diffusion ◽

Backward Euler ◽

Strong Convergence Rates

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Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations

Nonlinear Analysis Real World Applications ◽

10.1016/j.nonrwa.2011.09.012 ◽

2012 ◽

Vol 13 (3) ◽

pp. 1170-1185 ◽

Author(s):

Son Luu Nguyen ◽

G. Yin

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates ◽

Numerical Solutions ◽

Markovian Switching

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Convergence and convergence rates for approximating ergodic means of functions of solutions to stochastic differential equations with Markov switching

Stochastic Processes and their Applications ◽

10.1016/j.spa.2015.02.013 ◽

2015 ◽

Vol 125 (8) ◽

pp. 3104-3125 ◽

Author(s):

Hongwei Mei ◽

George Yin

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates ◽

Markov Switching

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Quantum stochastic differential equations for boson and fermion systems—method of non-equilibrium thermo field dynamics

Annals of Physics ◽

10.1016/s0003-4916(03)00178-7 ◽

2003 ◽

Vol 308 (2) ◽

pp. 395-446 ◽

Author(s):

A.E. Kobryn ◽

T. Hayashi ◽

T. Arimitsu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Fermion Systems ◽

Thermo Field Dynamics ◽

Non Equilibrium

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Pathwise approximation of stochastic differential equations on domains: higher order convergence rates without global Lipschitz coefficients

Numerische Mathematik ◽

10.1007/s00211-008-0200-8 ◽

2008 ◽

Vol 112 (1) ◽

pp. 41-64 ◽

Author(s):

A. Jentzen ◽

P. E. Kloeden ◽

A. Neuenkirch

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence Rates ◽

Higher Order ◽

Order Convergence ◽

Higher Order Convergence ◽

Pathwise Approximation

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Non-equilibrium solutions of an infinite system of stochastic differential equations

Lecture Notes in Control and Information Sciences - Stochastic Differential Systems Filtering and Control ◽

10.1007/bfb0004020 ◽

2005 ◽

pp. 297-303 ◽

Author(s):

Hermann Rost

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Infinite System ◽

Equilibrium Solutions ◽

Non Equilibrium

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