Mean-square stability analysis of numerical schemes for stochastic differential systems

A. Tocino; M.J. Senosiain

doi:10.1016/j.cam.2012.01.002

Mean-square stability analysis of numerical schemes for stochastic differential systems

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2012.01.002 ◽

2012 ◽

Vol 236 (10) ◽

pp. 2660-2672 ◽

Cited By ~ 12

Author(s):

A. Tocino ◽

M.J. Senosiain

Keyword(s):

Stability Analysis ◽

Mean Square ◽

Numerical Schemes ◽

Differential Systems ◽

Mean Square Stability

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The Stability Analysis of a Class of Numerical Schemes for Partial Differential Systems

2019 Chinese Control Conference (CCC) ◽

10.23919/chicc.2019.8865584 ◽

2019 ◽

Author(s):

Xinrong Cong ◽

Shuxia Zhang ◽

Longsuo Li

Keyword(s):

Stability Analysis ◽

Numerical Schemes ◽

Partial Differential ◽

Differential Systems ◽

The Stability

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Asymptotic mean-square stability of weak second-order balanced stochastic Runge–Kutta methods for multi-dimensional Itô stochastic differential systems

Applied Mathematics and Computation ◽

10.1016/j.amc.2018.03.065 ◽

2018 ◽

Vol 332 ◽

pp. 276-303

Author(s):

Anandaraman Rathinasamy ◽

Priya Nair

Keyword(s):

Second Order ◽

Mean Square ◽

Differential Systems ◽

Mean Square Stability ◽

Runge Kutta

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A Mean-Square Stability Analysis of the Least Mean Fourth Adaptive Algorithm

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2007.894423 ◽

2007 ◽

Vol 55 (8) ◽

pp. 4018-4028 ◽

Cited By ~ 52

Author(s):

Pedro InÁcio Hubscher ◽

JosÉ Carlos M. Bermudez ◽

VÍtor H. Nascimento

Keyword(s):

Stability Analysis ◽

Adaptive Algorithm ◽

Mean Square ◽

Mean Square Stability

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A structural analysis of asymptotic mean-square stability for multi-dimensional linear stochastic differential systems

Applied Numerical Mathematics ◽

10.1016/j.apnum.2012.03.002 ◽

2012 ◽

Vol 62 (7) ◽

pp. 842-859 ◽

Cited By ~ 27

Author(s):

Evelyn Buckwar ◽

Thorsten Sickenberger

Keyword(s):

Structural Analysis ◽

Mean Square ◽

Differential Systems ◽

Mean Square Stability

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Mean Square Stability of a Class of Runge-Kutta Methods for 2-Dimensional Stochastic Differential Systems

Applied Numerical Analysis & Computational Mathematics ◽

10.1002/anac.200310007 ◽

2004 ◽

Vol 1 (1) ◽

pp. 77-89 ◽

Cited By ~ 4

Author(s):

Marwan I. Abukhaled

Keyword(s):

Mean Square ◽

Differential Systems ◽

Mean Square Stability ◽

Runge Kutta

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The mean square stability analysis of a stochastic dynamic model for electricity market

International Journal of Machine Learning and Cybernetics ◽

10.1007/s13042-015-0472-0 ◽

2015 ◽

Vol 8 (4) ◽

pp. 1071-1079 ◽

Cited By ~ 1

Author(s):

Zhanhui Lu ◽

Weijuan Wang ◽

Quanxin Zhu ◽

Gengyin Li

Keyword(s):

Stability Analysis ◽

Dynamic Model ◽

Electricity Market ◽

Stochastic Dynamic ◽

Mean Square ◽

Mean Square Stability ◽

The Mean

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Linear mean-square stability analysis of weak order 2.0 semi-implicit Taylor schemes for scalar stochastic differential equations

Applied Numerical Mathematics ◽

10.1016/j.apnum.2013.01.004 ◽

2013 ◽

Vol 68 ◽

pp. 19-30 ◽

Cited By ~ 4

Author(s):

A. Tocino ◽

R. Zeghdane ◽

L. Abbaoui

Keyword(s):

Stability Analysis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Weak Order ◽

Mean Square ◽

Mean Square Stability

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A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods

Mathematics and Computers in Simulation ◽

10.1016/j.matcom.2010.09.015 ◽

2011 ◽

Vol 81 (6) ◽

pp. 1110-1127 ◽

Cited By ~ 35

Author(s):

Evelyn Buckwar ◽

Thorsten Sickenberger

Keyword(s):

Stability Analysis ◽

Mean Square ◽

Mean Square Stability

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Mean square stability analysis for uniformly circulant networked consensus with stochastic link failures

2012 American Control Conference (ACC) ◽

10.1109/acc.2012.6315205 ◽

2012 ◽

Cited By ~ 1

Author(s):

Xu Ma ◽

N. Elia

Keyword(s):

Stability Analysis ◽

Mean Square ◽

Link Failures ◽

Mean Square Stability

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Asymptotic Mean Square Stability Analysis for a Stochastic Delay Differential Equation

SICE Journal of Control Measurement and System Integration ◽

10.9746/jcmsi.5.127 ◽

2012 ◽

Vol 5 (3) ◽

pp. 127-132

Author(s):

Peng XUE ◽

Shigeru YAMAMOTO

Keyword(s):

Differential Equation ◽

Stability Analysis ◽

Delay Differential Equation ◽

Mean Square ◽

Stochastic Delay ◽

Mean Square Stability ◽

Stochastic Delay Differential Equation ◽

Delay Differential

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