Cover Image

Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cai, Jingjing, Chen, Ziheng, Niu, Yuanling
Format:	Preprint
Published:	2024
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

1/2 order convergence rate of Euler-type methods for time-changed stochastic differential equations with super-linearly growing drift and diffusion coefficients
by: Wang, Shuai, et al.
Published: (2025)

Stochastic theta methods for free stochastic differential equations
by: Niu, Yuanling, et al.
Published: (2024)

Stochastic theta methods for random periodic solution of stochastic differential equations under non-globally Lipschitz conditions
by: Chen, Ziheng, et al.
Published: (2024)

Mean-square exponential stability of exact and numerical solutions for neutral stochastic delay differential equations with Markovian switching
by: Yang, Jina, et al.
Published: (2025)

Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
by: Chen, Lin, et al.
Published: (2025)

Longtime behaviors of $θ$-Euler-Maruyama method for stochastic functional differential equations
by: Chen, Chuchu, et al.
Published: (2024)

Euler-Maruyama approximation for stochastic fractional neutral integro-differential equations with weakly singular kernel
by: Asadzade, Javad A., et al.
Published: (2024)

Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
by: Zuo, Ruchun
Published: (2025)

Discrete-time approximation for backward stochastic differential equations driven by $G$-Brownian motion
by: Jiang, Lianzi, et al.
Published: (2019)

Strong convergence rate of positivity-preserving truncated Euler--Maruyama method for multi-dimensional stochastic differential equations with positive solutions
by: Hu, Xingwei, et al.
Published: (2024)

Segment convergence for super-linear stochastic functional differential equations by the truncated Euler-Maruyama method
by: Deng, Shounian, et al.
Published: (2026)

Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
by: Dai, Xinjie, et al.
Published: (2026)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)

A novel second order scheme with one step for forward backward stochastic differential equations
by: Han, Qiang, et al.
Published: (2024)

A backward Monte-Carlo method for solving parabolic partial differential equations
by: Carlsson, Johan
Published: (2000)

Numerical approximations to invariant measures of hybrid stochastic differential equations with superlinear coefficients via the backward Euler-Maruyama method
by: Liu, Wei, et al.
Published: (2025)

Weak convergence order of stochastic theta method for SDEs driven by time-changed Lévy noise
by: Chen, Ziheng, et al.
Published: (2026)

Development of numerical methods for nonlinear hybrid stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2025)

Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)

An Euler-type method for Volterra integro-differential equations
by: Prentice, J. S. C.
Published: (2023)

Strong convergence of multiscale truncated Euler-Maruyama method for super-linear slow-fast stochastic differential equations
by: Cui, Yuanping, et al.
Published: (2023)

Convergence of differentiable non-monotone schemes for fully nonlinear parabolic equations
by: Nakano, Yumiharu
Published: (2018)

Convergence rates of particle approximation of forward-backward splitting algorithm for granular medium equations
by: Benko, Matej, et al.
Published: (2024)

Central limit theorem for temporal average of backward Euler--Maruyama method
by: Jin, Diancong
Published: (2023)

On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients
by: Jian, Jiamin, et al.
Published: (2025)

A new approximation method for solving stochastic differential equations
by: Mojarrad, Faezeh Nassajian
Published: (2024)

A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
by: Chen, Chuchu, et al.
Published: (2024)

Weak approximation of stochastic differential equations with sticky boundary conditions
by: Sharma, Akash
Published: (2025)

A novel numerical method for mean field stochastic differential equation
by: Zhou, Jinhui, et al.
Published: (2025)

Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
by: Wang, Shengrong, et al.
Published: (2024)

Modified averaged vector field methods preserving multiple invariants for conservative stochastic differential equations
by: Chen, Chuchu, et al.
Published: (2018)

Convergence analysis of a finite difference method for stochastic Cahn--Hilliard equation
by: Hong, Jialin, et al.
Published: (2022)

Taming singular stochastic differential equations: A numerical method
by: Lê, Khoa, et al.
Published: (2021)

Strong convergence rate of the positivity-preserving logarithmic truncated EM method for multi-dimensional stochastic differential equations with positive solutions
by: Hu, Xingwei, et al.
Published: (2025)

On the positivity, monotonicity, and stability of a semi-adaptive LOD method for solving three-dimensional degenerate Kawarada equations
by: Padgett, Joshua L., et al.
Published: (2019)

Approximation of invariant probability measures for super-linear stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2026)

Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
by: Chen, Jingwei, et al.
Published: (2025)

Strong convergence rate of Euler-Maruyama method for stochastic differential equations with Hölder continuous drift coefficient driven by symmetric $α$-stable process
by: Liu, Wei
Published: (2019)

A unified stabilized virtual element method for the generalized Oseen equation: stability and robustness
by: Mishra, Sudheer, et al.
Published: (2025)

Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
by: Hong, Jialin, et al.
Published: (2024)