piecewise continuous arguments Latest Research Papers

Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2021.113849 ◽

2021 ◽

pp. 113849

Author(s):

Yuhang Zhang ◽

Minghui Song ◽

Mingzhu Liu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Nonlinear Stochastic Differential Equations ◽

Convergence And Stability ◽

Piecewise Continuous ◽

Piecewise Continuous Arguments ◽

Stochastic Theta Method ◽

Theta Method

Stability analysis for semi-linear stochastic differential equation with piecewise continuous arguments

Journal of Physics Conference Series ◽

10.1088/1742-6596/2012/1/012088 ◽

2021 ◽

Vol 2012 (1) ◽

pp. 012088

Author(s):

Ling Zhang ◽

Qian-mu Cheng ◽

Guo-qing Liu ◽

De-lin Wu

Keyword(s):

Differential Equation ◽

Stability Analysis ◽

Stochastic Differential Equation ◽

Linear Stochastic Differential Equation ◽

Piecewise Continuous ◽

Piecewise Continuous Arguments

Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods

Applied Mathematics and Computation ◽

10.1016/j.amc.2020.125813 ◽

2021 ◽

Vol 400 ◽

pp. 125813

Author(s):

Minghui Song ◽

Yidan Geng ◽

Mingzhu Liu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Piecewise Continuous ◽

Piecewise Continuous Arguments

Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

Numerical Mathematics Theory Methods and Applications ◽

10.4208/nmtma.oa-2019-0108 ◽

2021 ◽

Vol 14 (1) ◽

pp. 194-218

Author(s):

Yidan Geng

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Convergence And Stability ◽

Piecewise Continuous ◽

Piecewise Continuous Arguments

Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments

Science China Mathematics ◽

10.1007/s11425-019-1781-6 ◽

2020 ◽

Vol 63 (12) ◽

pp. 2573-2594

Author(s):

Ying Xie ◽

Chengjian Zhang

Keyword(s):

Jump Diffusion ◽

Piecewise Continuous ◽

Piecewise Continuous Arguments

Convergence and stability of extended BBVMs for nonlinear delay-differential-algebraic equations with piecewise continuous arguments

Numerical Algorithms ◽

10.1007/s11075-020-00993-8 ◽

2020 ◽

Author(s):

Chengjian Zhang ◽

Xiaoqiang Yan

Keyword(s):

Differential Algebraic Equations ◽

Algebraic Equations ◽

Convergence And Stability ◽

Piecewise Continuous ◽

Piecewise Continuous Arguments ◽

Delay Differential ◽

Nonlinear Delay

The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise

International Journal of Computer Mathematics ◽

10.1080/00207160.2020.1748187 ◽

2020 ◽

pp. 1-25

Author(s):

Wei Zhang

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Lévy Noise ◽

Piecewise Continuous ◽

Piecewise Continuous Arguments ◽

Levy Noise

A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments

Applied Numerical Mathematics ◽

10.1016/j.apnum.2018.08.007 ◽

2019 ◽

Vol 135 ◽

pp. 1-14 ◽

Cited By ~ 2

Author(s):

Ying Xie ◽

Chengjian Zhang

Keyword(s):

Piecewise Continuous ◽

Piecewise Continuous Arguments

Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients

Applied Mathematics and Computation ◽

10.1016/j.amc.2018.08.037 ◽

2019 ◽

Vol 341 ◽

pp. 111-127

Author(s):

Huizi Yang ◽

Minghui Song ◽

Mingzhu Liu

Keyword(s):

Differential Equations ◽

Strong Convergence ◽

Exponential Stability ◽

Stochastic Differential Equations ◽

Lipschitz Continuous ◽

Piecewise Continuous ◽

Piecewise Continuous Arguments

Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments

Discrete & Continuous Dynamical Systems - B ◽

10.3934/dcdsb.2018203 ◽

2019 ◽

Vol 24 (2) ◽

pp. 695-717

Author(s):

Yulan Lu ◽

◽

Minghui Song ◽

Mingzhu Liu

Keyword(s):

Differential Equations ◽

Convergence Rate ◽

Stochastic Differential Equations ◽

Piecewise Continuous ◽

Piecewise Continuous Arguments ◽

Theta Method

piecewise continuous arguments
Recently Published Documents

TOTAL DOCUMENTS

H-INDEX

Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments

Stability analysis for semi-linear stochastic differential equation with piecewise continuous arguments

Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods

Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments

Convergence and stability of extended BBVMs for nonlinear delay-differential-algebraic equations with piecewise continuous arguments

The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise

A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments

Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients

Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments

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piecewise continuous argumentsRecently Published Documents

TOTAL DOCUMENTS

H-INDEX

Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments

Stability analysis for semi-linear stochastic differential equation with piecewise continuous arguments

Stability equivalence among stochastic differential equations and stochastic differential equations with piecewise continuous arguments and corresponding Euler-Maruyama methods

Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments

Compensated split-step balanced methods for nonlinear stiff SDEs with jump-diffusion and piecewise continuous arguments

Convergence and stability of extended BBVMs for nonlinear delay-differential-algebraic equations with piecewise continuous arguments

The truncated Euler–Maruyama method for stochastic differential equations with piecewise continuous arguments driven by Lévy noise

A class of stochastic one-parameter methods for nonlinear SFDEs with piecewise continuous arguments

Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients

Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments

piecewise continuous arguments
Recently Published Documents