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Convergence and Stability of the Truncated Euler-Maruyama Method for Stochastic Differential Equations with Piecewise Continuous Arguments 期刊论文
NUMERICAL MATHEMATICS-THEORY METHODS AND APPLICATIONS, 2021, 卷号: 14, 期号: 1, 页码: 194-218
Authors:  Geng, Yidan;  Song, Minghui;  Lu, Yulan;  Liu, Mingzhu
Favorite  |  View/Download:149/0  |  Submit date:2021/01/14
Stochastic differential equations with piecewise continuous argument  local Lipschitz condition  Khasminskii-type condition  truncated Euler-Maruyama method  convergence and stability  
Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure 期刊论文
Advances in Difference Equations, 2012, 卷号: 2012, 期号: 1
Authors:  Song,Minghui;  Yu,Hui
Favorite  |  View/Download:98/0  |  Submit date:2018/07/30
stochastic differential equations  Poisson random measure  convergence  exponential mean-square stability  
Numerical stability and oscillation of the Runge-Kutta methods for the differential equations with piecewise continuous arguments alternately of retarded and advanced type 期刊论文
Journal of Inequalities and Applications, 2012, 卷号: 2012, 期号: 1
Authors:  Song,Minghui;  Liu,Mingzhu
Favorite  |  View/Download:88/0  |  Submit date:2018/07/30
stability  oscillation  delay differential equation  piecewise continuous arguments  
Numerical stability and oscillation of the Runge-Kutta methods for equation x′(t)=ax(t)+a0x(M[t+NM]) 期刊论文
Advances in Difference Equations, 2012, 卷号: 2012, 期号: 1
Authors:  Song,Minghui;  Liu,MZ
Favorite  |  View/Download:75/0  |  Submit date:2018/07/30
stability  oscillation  differential equation  Runge-Kutta method  
The alpha th moment stability for the stochastic pantograph equation 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 卷号: 233, 期号: 2, 页码: 109-120
Authors:  Fan, Zhencheng;  Song, Minghui;  Liu, Mingzhu
Favorite  |  View/Download:82/0  |  Submit date:2018/07/30
Stochastic pantograph equation  Razumikhin type theorem  MS-stability  GMS-stability  Semi-implicit Euler methods