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Mean-square stability of numerical schemes for stochastic differential systems (Discretization Methods and Numerical Algorithms for Differential Equations)

机译：随机微分系统数值格式的均方稳定性（微分方程的离散化方法和数值算法）

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Saito Yoshihiro; Mitsui Taketomo;
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年度 2002
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正文语种 en
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1. Analysis on Mean-Square and Almost Sure Exponential Stability of Numerical Method for Stochastic Differential Equations with Constant Delay [J] . O. Farkhondeh Rouz, D. Ahmadian International Journal of Applied Mathematics & Statistics . 2017,第6期

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2. Mean-square stability analysis of numerical schemes for stochastic differential systems [J] . Tocino A., Senosiain M.J. Journal of Computational and Applied Mathematics . 2012,第10期

机译：随机微分系统数值方案的均方稳定性分析
3. Mean-square dissipativity of several numerical methods for stochastic differential equations with jumps [J] . Qiang Ma, Deqiong Ding, Xiaohua Ding Applied numerical mathematics . 2014,第auga期

机译：带有跳跃的随机微分方程的几种数值方法的均方耗散
4. Exponential mean-square stability of two classes of theta Milstein methods for stochastic delay differential equations [C] . Omid Farkhondeh Rouz, Davood Ahmadian, Mariyan Milev International Conference Applications of Mathematics in Engineering and Economics . 2017

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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. Numerical Discretization-Based Estimation Methods for Ordinary Differential Equation Models via Penalized Spline Smoothing with Applications in Biomedical Research [O] . Hulin Wu, Hongqi Xue, Arun Kumar -1

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7. Stability analysis of numerical methods for delay integro-differential equations (Discretization Methods and Numerical Algorithms for Differential Equations) [O] . Koto Toshiyuki 2002

机译：时滞积分微分方程数值方法的稳定性分析（离散化方法和微分方程数值算法）
8. STABILITY CHARTS OF VARIOUS NUMERICAL METHODS USED FOR SOLVING SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS [R] . Pamela A. Hafner 1969

机译：求解常微分方程组的各种数值方法的稳定性图

Mean-square stability of numerical schemes for stochastic differential systems (Discretization Methods and Numerical Algorithms for Differential Equations)

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