Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Shuaibin Gao"'
Autor:
Shuaibin Gao, Junhao Hu
Publikováno v:
Advances in Difference Equations, Vol 2020, Iss 1, Pp 1-37 (2020)
Abstract In this paper, we establish a partially truncated Euler–Maruyama scheme for highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching. We investigate the strong convergence rate and almost
Externí odkaz:
https://doaj.org/article/8647f1f5b68d47679b608726c08c1f0d
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2021 (2021)
In this paper, we study a class of nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (HSDDEwPJs). The convergence rate of the truncated theta-EM numerical solutions to HSDDEwPJs is investigated under given
Externí odkaz:
https://doaj.org/article/1b880c2a1f2b40e786b0781f3584ff1c
Publikováno v:
Applied Numerical Mathematics. 181:234-254
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::23d038ac47a160964685392923e5a08d
https://doi.org/10.1016/j.apnum.2022.06.005
https://doi.org/10.1016/j.apnum.2022.06.005
Publikováno v:
Frontiers of Mathematics in China
We study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated Euler-Maruyama numerical solutions to SDDEwPJs are investigated under the generalized
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::76e2ad538b1646cfb20b0229fa84caac
http://europepmc.org/articles/PMC8042460
http://europepmc.org/articles/PMC8042460
Autor:
Junhao Hu, Shuaibin Gao
Publikováno v:
Advances in Difference Equations, Vol 2020, Iss 1, Pp 1-37 (2020)
In this paper, we establish a partially truncated Euler–Maruyama scheme for highly nonlinear and nonautonomous neutral stochastic differential delay equations with Markovian switching. We investigate the strong convergence rate and almost sure expo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::db08f7e3bc93668a4c691ffed28b3a93
https://doaj.org/article/8647f1f5b68d47679b608726c08c1f0d
https://doaj.org/article/8647f1f5b68d47679b608726c08c1f0d
Publikováno v:
SIAM Journal on Control & Optimization; 2022, Vol. 60 Issue 5, p2884-2901, 18p
This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under less restrictive conditions, the truncated Euler-Maruyama (TEM) schemes for SDDEs are proposed, which numerical solutions are bounded i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b01d646cb4bc755f8f6bbb8ab45677f2
