Strong convergence and stability of backward Euler–Maruyama scheme for highly nonlinear hybrid stochastic differential delay equation

Robust H/sub /spl infin// filtering for stochastic time-delay systems with missing measurements

Zidong Wang, Fuwen Yang, Daniel W. C. Ho et al. · IEEE Transactions on Signal Processing · 2006 · 493 citations

Engineering, Electrical Engineering, Systems Engineering +15

Strong and weak divergence in finite time of Euler's method for stochastic differential equations with non-globally Lipschitz continuous coefficients

Martin Hutzenthaler, Arnulf Jentzen, Peter E. Kloeden · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2010 · 432 citations · Full text

Natural Sciences, Mathematics, Differential Equations +16

New Delay-Dependent Stability Criteria and Stabilizing Method for Neutral Systems

Min Wu, Yong He, Jinhua She · IEEE Transactions on Automatic Control · 2004 · 397 citations

Engineering, Systems Engineering, Dynamical Systems +16

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

SIAM Journal on Numerical Analysis · 2000 · 378 citations

Engineering, Mathematics, Dynamical Systems +16

Stochastic delay Lotka–Volterra model

Arifah Bahar, Xuerong Mao · Journal of Mathematical Analysis and Applications · 2004 · 249 citations · Full text

Engineering, Mathematics, Probability Theory +9