Zobrazeno 1 - 10
of 464 778
pro vyhledávání: '"A, Maruyama"'
Autor:
Obradović Maja, Milošević Marija
Publikováno v:
Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica, Vol 32, Iss 3, Pp 125-148 (2024)
This paper is motivated by the paper [2]. The main aim of this paper is to extend the stability result from [16], related to the θ-Euler- Maruyama method (θ ∈ (12{1 \over 2}, 1)) for a class of neutral stochastic differential equations with time-
Externí odkaz:
https://doaj.org/article/acaffc357807466585bdc6694fd36e92
Autor:
Zhen, Yuhang1 (AUTHOR) 3120205713@bit.edu.cn
Publikováno v:
Mathematics (2227-7390). Jun2024, Vol. 12 Issue 12, p1819. 17p.
Autor:
Lu, Wen
In this paper, we investigate the stability equivalence problem for stochastic differential delay equations, the auxiliary stochastic differential equations and their corresponding Euler-Maruyama (EM) methods under $G$-framework. More precisely, for
Externí odkaz:
http://arxiv.org/abs/2405.07519
This paper investigates longtime behaviors of the $\theta$-Euler-Maruyama method for the stochastic functional differential equation with superlinearly growing coefficients. We focus on the longtime convergence analysis in mean-square sense and weak
Externí odkaz:
http://arxiv.org/abs/2404.08891
In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by $\alpha$-stable processes with $\alpha\in(1,2)$. The well-posedness of these equations has been previously obtai
Externí odkaz:
http://arxiv.org/abs/2405.20840
Autor:
Dai, Xinjie, Jin, Diancong
This paper focuses on studying the convergence rate of the density function of the Euler--Maruyama (EM) method, when applied to the overdamped generalized Langevin equation with fractional noise which serves as an important model in many fields. Firs
Externí odkaz:
http://arxiv.org/abs/2405.11744
This paper proposes an adaptive numerical method for stochastic delay differential equations (SDDEs) with a non-global Lipschitz drift term and a non-constant delay, building upon the work of Wei Fang and others. The method adapts the step size based
Externí odkaz:
http://arxiv.org/abs/2404.10244
Publikováno v:
European Journal of Control, 76: 100960, 2024
In this paper, we continue to study the derivative-free extended Kalman filtering (DF-EKF) framework for state estimation of continuous-discrete nonlinear stochastic systems. Having considered the Euler-Maruyama and It\^{o}-Taylor discretization sche
Externí odkaz:
http://arxiv.org/abs/2403.04448
Autor:
Petrović Aleksandra M.
Publikováno v:
Open Mathematics, Vol 22, Iss 1, Pp 571-588 (2024)
This article can be considered as a continuation of Petrović and Milošević [The truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay, Filomat 35 (2021), no. 7, 2457–2484], where
Externí odkaz:
https://doaj.org/article/05e77ebbb6174e459e4c191e2462fe7e
Autor:
Yu, Yuan1 (AUTHOR) yuyuan_mail@126.com
Publikováno v:
Entropy. Mar2024, Vol. 26 Issue 3, p232. 11p.