## Found 1,020 Documents (Results 1–100)

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### Large deviations for the single-server queue and the reneging paradox. (English)Zbl 07527987

MSC:  60F10 60J27 60K25
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### The convergence of exponential Euler method for weighted fractional stochastic equations. (English)Zbl 07527962

MSC:  65C30 60H07
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### Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity. (English)Zbl 07526598

MSC:  65Cxx 60Jxx 60Hxx
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### Analysis and numerical approximation for a nonlinear hidden-memory variable-order fractional stochastic differential equation. (English)Zbl 07524375

MSC:  60H20 65L20
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### An approximation scheme for reflected stochastic differential equations with non-Lipschitzian coefficients. (English)Zbl 07491647

MSC:  60H10 60H30 65C30
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### Approximation of BSDE with non Lipschitz coefficient. (English)Zbl 1480.60194

MSC:  60H35 65C30
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### Convergence and stability of modified partially truncated Euler-Maruyama method for nonlinear stochastic differential equations with Hölder continuous diffusion coefficient. (English)Zbl 1483.65018

MSC:  65C30 60H10
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### The convergence of a numerical scheme for additive fractional stochastic delay equations with $$H>\frac 12$$. (English)Zbl 07431702

MSC:  65-XX 60-XX
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### Chaotic systems with asymmetric heavy-tailed noise: application to 3D attractors. (English)Zbl 07514664

MSC:  60-XX 34-XX
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### Almost sure exponential stability of semi-Euler numerical scheme for nonlinear stochastic functional differential equation. (English)Zbl 1480.65018

MSC:  65C30 34K50 60H35
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### Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type. (English)Zbl 07464984

MSC:  65C30 60H10
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### Strong approximation of monotone stochastic partial differential equations driven by multiplicative noise. (English)Zbl 1476.65243

MSC:  65M60 60H15 60H35
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### A class of new Magnus-type methods for semi-linear non-commutative Itô stochastic differential equations. (English)Zbl 1482.65013

MSC:  65C30 60H10
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### An efficient weak Euler-Maruyama type approximation scheme of very high dimensional SDEs by orthogonal random variables. (English)Zbl 07428973

MSC:  65-XX 60-XX
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### Approximation of BSDEs with super-linearly growing generators by Euler’s polygonal line method: a simple proof of the existence. (English)Zbl 1475.60107

MSC:  60H10 60H35 65C30
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### Strong convergence of full discretization for stochastic Cahn-Hilliard equation driven by additive noise. (English)Zbl 1480.60196

MSC:  60H35 35R60 60H15
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### On the exact distributions of the maximum of the asymmetric telegraph process. (English)Zbl 1479.60206

MSC:  60K99 60K50
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### Discrete-time simulation of stochastic Volterra equations. (English)Zbl 1480.60188

MSC:  60H20 65C05 65C30
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### Exponential stability of implicit numerical solution for nonlinear neutral stochastic differential equations with time-varying delay and Poisson jumps. (English)Zbl 1470.60161

MSC:  60H10 60H35
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### Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. (English)Zbl 1469.60182

MSC:  60H10 65C30
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MSC:  60H10
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### Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. (English)Zbl 07374104

MSC:  60H35 60H10
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### On the backward Euler method for a generalized Ait-Sahalia-type rate model with Poisson jumps. (English)Zbl 07363176

MSC:  65C30 60H35
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### Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values. (English)Zbl 1480.60172

MSC:  60H10 60J60 65C30
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### Numerical and mathematical analysis of blow-up problems for a stochastic differential equation. (English)Zbl 1479.60114

MSC:  60H10 65C20 34F05
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### Self-exciting multifractional processes. (English)Zbl 1464.60035

MSC:  60G22 60H20 60H35
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### Distribution-dependent SDEs with Hölder continuous drift and $$\alpha$$-stable noise. (English)Zbl 1459.65011

MSC:  65C30 60H35 60H10
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### Strong convergence analysis for Volterra integro-differential equations with fractional Brownian motions. (English)Zbl 1451.60079

MSC:  60H35 91B70
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### Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method. (English)Zbl 07241398

MSC:  65C30 60H35
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### Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions. (English)Zbl 07515721

MSC:  65C30 60G22 60H10
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### Mathematical simulation of the plate-beam interaction affected by colored noise. (English)Zbl 1480.80002

Altenbach, Holm (ed.) et al., Nonlinear wave dynamics of materials and structures. Cham: Springer. Adv. Struct. Mater. 122, 69-76 (2020).
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### Euler approximation for non-autonomous mixed stochastic differential equations in Besov norm. (English)Zbl 07365871

MSC:  60H10 41A25

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### Edgeworth expansion for Euler approximation of continuous diffusion processes. (English)Zbl 1472.60097

MSC:  60H10 60F05 60J60
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### Asymptotic analysis for Vlasov-Fokker-Planck/compressible Navier-Stokes equations with a density-dependent viscosity. (English)Zbl 1462.35395

Bressan, Alberto (ed.) et al., Hyperbolic problems: theory, numerics, applications. Proceedings of the 17th international conference, HYP2018, Pennsylvania State University, University Park, PA, USA, June 25–29, 2018. Springfield, MO: American Institute of Mathematical Sciences (AIMS). AIMS Ser. Appl. Math. 10, 145-163 (2020).
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### Stochastic calculation of curves dynamics of enterprise. (Russian. English summary)Zbl 1474.91239

MSC:  91G50 60H30 91G80
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### Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations. (English)Zbl 1469.65028

MSC:  65C30 60H10 60J60
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### On the regularisation of the noise for the Euler-Maruyama scheme with irregular drift. (English)Zbl 1459.60144

MSC:  60H35 60H10 65C30
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MSC:  60H10
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### Semi-implicit Euler-Maruyama approximation for noncolliding particle systems. (English)Zbl 1464.60083

MSC:  60K35 60H35
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### Adaptive Euler-Maruyama method for SDEs with nonglobally Lipschitz drift. (English)Zbl 1464.60061

MSC:  60H10 60H35 65C30
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### Error estimates of semidiscrete and fully discrete finite element methods for the Cahn-Hilliard-cook equation. (English)Zbl 07210675

MSC:  65C30 60H35 60H15
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### Euler-Maruyama scheme for Caputo stochastic fractional differential equations. (English)Zbl 1455.60090

MSC:  60H35 60H20 65C30
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### The partially truncated Euler-Maruyama method for highly nonlinear stochastic delay differential equations with Markovian switching. (English)Zbl 07205469

MSC:  60H35 60J10
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### On the performance of the Euler-Maruyama scheme for SDEs with discontinuous drift coefficient. (English. French summary)Zbl 07199893

MSC:  65C30 60H35 60H10
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### Advances in the truncated Euler-Maruyama method for stochastic differential delay equations. (English)Zbl 1462.60073

MSC:  60H10 60J65
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### $$p$$th moment $$(p \in (0, 1))$$ and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations. (English)Zbl 1447.60084

MSC:  60H10 65C30
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### Convergence, non-negativity and stability of a new tamed Euler-Maruyama scheme for stochastic differential equations with Hölder continuous diffusion coefficient. (English)Zbl 07190897

MSC:  65C30 65L20 60H10
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### Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations. (English)Zbl 1456.65007

MSC:  65C30 60H10 34K50
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### Asymptotic error distribution for the Euler scheme with locally Lipschitz coefficients. (English)Zbl 07188050

MSC:  65C30 60H15
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