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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 Orcid Logo

Applied Mathematics and Computation, Volume: 478, Start page: 128853

Swansea University Authors: ULISES MUNOZ, Chenggui Yuan Orcid Logo

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DOI (Published version): 10.1016/j.amc.2024.128853

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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last_indexed 2024-11-25T14:18:19Z
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spelling 2024-05-28T10:17:42.1279998 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
author_id_str_mv aa5368c19fb0aa860186000b47648825
22b571d1cba717a58e526805bd9abea0
author_id_fullname_str_mv aa5368c19fb0aa860186000b47648825_***_ULISES MUNOZ
22b571d1cba717a58e526805bd9abea0_***_Chenggui Yuan
author ULISES MUNOZ
Chenggui Yuan
author2 ULISES MUNOZ
Chenggui Yuan
format 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
publisher Elsevier BV
college_str Faculty of Science and Engineering
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hierarchy_top_id facultyofscienceandengineering
hierarchy_top_title Faculty of Science and Engineering
hierarchy_parent_id facultyofscienceandengineering
hierarchy_parent_title Faculty of Science and Engineering
department_str School of Mathematics and Computer Science - Mathematics{{{_:::_}}}Faculty of Science and Engineering{{{_:::_}}}School of Mathematics and Computer Science - Mathematics
document_store_str 1
active_str 0
published_date 2024-10-01T05:20:30Z
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