Convergence and stability of stochastic theta method for nonlinear stochastic differential equations with piecewise continuous arguments

Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations

Desmond J. Higham, Xuerong Mao, Andrew M. Stuart · SIAM Journal on Numerical Analysis · 2002 · 661 citations

Engineering, Mathematics, Probability Theory +13

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

Retarded differential equations with piecewise constant delays

Kenneth L. Cooke, Joseph Wiener · Journal of Mathematical Analysis and Applications · 1984 · 338 citations

Natural Sciences, Mathematics, Differential Equations +12

Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control

Xuerong Mao · Automatica · 2013 · 246 citations

Natural Sciences, Mathematics, Dynamical Systems +13

Advanced differential equations with piecewise constant argument deviations

S. M. Shah, Joseph Wiener · International Journal of Mathematics and Mathematical Sciences · 1983 · 229 citations · Full text

Natural Sciences, Mathematics, Differential Equations +11