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Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability
ULISES MUNOZ,
Chenggui Yuan 
Applied Mathematics and Computation, Volume: 478, Start page: 128853
Swansea University Authors:
ULISES MUNOZ, Chenggui Yuan
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DOI (Published version): 10.1016/j.amc.2024.128853
Abstract
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability
| Published in: | Applied Mathematics and Computation |
|---|---|
| ISSN: | 0096-3003 |
| Published: |
Elsevier BV
2024
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa66517 |
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v2 66517 2024-05-28 Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability aa5368c19fb0aa860186000b47648825 ULISES MUNOZ ULISES MUNOZ true false 22b571d1cba717a58e526805bd9abea0 0000-0003-0486-5450 Chenggui Yuan Chenggui Yuan true false 2024-05-28 Journal Article Applied Mathematics and Computation 478 128853 Elsevier BV 0096-3003 Stochastic differential delay equations; Euler-Maruyama adaptive method; Infinite horizon; Boundedness of the pth moments; Order of convergence; Almost sure exponential stability 1 10 2024 2024-10-01 10.1016/j.amc.2024.128853 COLLEGE NANME COLLEGE CODE Swansea University SU Library paid the OA fee (TA Institutional Deal) Swansea University 2024-05-28T10:17:42.1279998 2024-05-28T10:03:58.5738905 Faculty of Science and Engineering School of Mathematics and Computer Science - Mathematics ULISES MUNOZ 1 Chenggui Yuan 0000-0003-0486-5450 2 66517__30462__cb5f955bec39468f9a20912c485b8229.pdf 66517.VoR.pdf 2024-05-28T10:12:06.1482264 Output 885117 application/pdf Version of Record true Copyright: 2024 The Author(s). This is an open access article under the CC BY license. true eng http://creativecommons.org/licenses/by/4.0/) |
| title |
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability |
| spellingShingle |
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability ULISES MUNOZ Chenggui Yuan |
| title_short |
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability |
| title_full |
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability |
| title_fullStr |
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability |
| title_full_unstemmed |
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability |
| title_sort |
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability |
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aa5368c19fb0aa860186000b47648825 22b571d1cba717a58e526805bd9abea0 |
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aa5368c19fb0aa860186000b47648825_***_ULISES MUNOZ 22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan |
| author |
ULISES MUNOZ Chenggui Yuan |
| author2 |
ULISES MUNOZ Chenggui Yuan |
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Journal article |
| container_title |
Applied Mathematics and Computation |
| container_volume |
478 |
| container_start_page |
128853 |
| publishDate |
2024 |
| institution |
Swansea University |
| issn |
0096-3003 |
| doi_str_mv |
10.1016/j.amc.2024.128853 |
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Elsevier BV |
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Faculty of Science and Engineering |
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Faculty of Science and Engineering |
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facultyofscienceandengineering |
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Faculty of Science and Engineering |
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School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics |
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2024-10-01T10:17:41Z |
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11.013731 |