Mean square stability of semi-implicit Euler method for linear stochastic differential equations with multiple delays and Markovian switching

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

SIAM Journal on Numerical Analysis · 2000 · 378 citations

Engineering, Mathematics, Dynamical Systems +16

Stochastic Differential Delay Equations with Markovian Switching

Xuerong Mao, A. I. Matasov, Aleksey B. Piunovskiy · Bernoulli · 2000 · 226 citations

Engineering, Mathematics, Differential Equations +12

Convergence and stability of the semi-implicit Euler method for a linear stochastic differential delay equation

Ming-Zhu Liu, Wanrong Cao, Zhencheng Fan · Journal of Computational and Applied Mathematics · 2004 · 109 citations

Natural Sciences, Mathematics, Differential Equations +13

MS-stability of the Euler–Maruyama method for stochastic differential delay equations

Wanrong Cao, Ming-Zhu Liu, Zhencheng Fan · Applied Mathematics and Computation · 2003 · 60 citations

Natural Sciences, Mathematics, Differential Equations +13

An analysis of stability of milstein method for stochastic differential equations with delay

Zhiyong Wang, Chengjian Zhang · Computers & Mathematics with Applications · 2006 · 56 citations

Engineering, Mathematics, Differential Equations +13