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

机译：随机微分方程中的稳定性等效性和具有分段连续参数的随机微分方程和相应的欧拉 - 玛娄山方法

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Minghui Song; Yidan Geng; Mingzhu Liu;
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1. Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments [J] . Yidan Geng, Minghui Song, Yulan Lu, 高等学校计算数学学报：英文版 . 2021 ,第001期

机译：具有分段连续参数的随机微分方程的截断欧拉 - 玛瑙方法的收敛性和稳定性
2. CONVERGENCE RATE AND STABILITY OF THE SPLIT-STEP THETA METHOD FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH PIECEWISE CONTINUOUS ARGUMENTS [J] . Lu Yulan, Song Minghui, Liu Mingzhu Discrete and continuous dynamical systems . 2019 ,第2期

机译：带有分段连续变量的随机微分方程的STEP-STEP方法的收敛速度和稳定性
3. Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure [J] . Lu Yulan, Song Minghui, Liu Mingzhu Journal of Computational and Applied Mathematics . 2018 ,第期

机译：随机微分方程补偿分离步骤θThe方法的收敛性和稳定性，泊松随机测量驱动的分段连续参数
4. Almost sure and moment exponential stability of Euler-Maruyama method for non-autonomous stochastic differential equations [C] . Mo Haoyi, Deng Feiqi, Ren Hongwei Chinese Control Conference . 2015

机译：非自治随机微分方程Euler-Maruyama方法的几乎确定和矩指数稳定性
5. Malliavin calculus for backward stochastic differential equations and stochastic differential equations driven by fractional Brownian motion and numerical schemes. [D] . Song, Xiaoming. 2011

机译：Malliavin演算，用于分数布朗运动和数值格式驱动的后向随机微分方程和随机微分方程。
6. Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations [O] . Ling Zhang -1

机译：半线性随机时滞微分方程指数Euler方法的收敛性和稳定性
7. Convergence rate and stability of the split-step theta method for stochastic differential equations with piecewise continuous arguments [O] . Yulan Lu, Minghui Song, Mingzhu Liu 2019

机译：具有分段连续参数的随机微分方程分离步骤Theta方法的收敛速率和稳定性

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

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