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

Evelyn Buckwar; Thorsten Sickenberger

doi:10.1016/j.matcom.2010.09.015

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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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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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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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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Asymptotic and Robust Mean Square Stability Analysis of Impulsive High-Order BAM Neural Networks with Time-Varying Delays

Circuits Systems and Signal Processing ◽

10.1007/s00034-017-0706-3 ◽

2017 ◽

Vol 37 (7) ◽

pp. 2805-2823 ◽

Cited By ~ 6

Author(s):

Yingxin Guo ◽

Luyao Xin

Keyword(s):

Neural Networks ◽

Stability Analysis ◽

High Order ◽

Time Varying ◽

Mean Square ◽

Bam Neural Networks ◽

Mean Square Stability

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Mean-Square Stability Analysis of a Normalized Least Mean Fourth Algorithm for a Markov Plant

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2014.2366717 ◽

2014 ◽

Vol 62 (24) ◽

pp. 6545-6553 ◽

Cited By ~ 18

Author(s):

Eweda Eweda

Keyword(s):

Stability Analysis ◽

Mean Square ◽

Mean Square Stability

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Novel delay-probability-distribution-dependent mean square stability analysis for stochastic neural networks

2017 36th Chinese Control Conference (CCC) ◽

10.23919/chicc.2017.8027624 ◽

2017 ◽

Author(s):

Luo Jinnan ◽

Tian Wenhong ◽

Zhong Shouming ◽

Shi Kaibo ◽

Wang Wenqin

Keyword(s):

Neural Networks ◽

Stability Analysis ◽

Probability Distribution ◽

Stochastic Neural Networks ◽

Mean Square ◽

Mean Square Stability

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Mean-square stability analysis of approximations of stochastic differential equations in infinite dimensions

BIT Numerical Mathematics ◽

10.1007/s10543-017-0684-7 ◽

2017 ◽

Vol 57 (4) ◽

pp. 963-990 ◽

Cited By ~ 2

Author(s):

Annika Lang ◽

Andreas Petersson ◽

Andreas Thalhammer

Keyword(s):

Stability Analysis ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Mean Square ◽

Infinite Dimensions ◽

Mean Square Stability

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Mean-square stability analysis for nonlinear stochastic pantograph equations by transformation approach

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2019.06.061 ◽

2019 ◽

Vol 479 (1) ◽

pp. 977-986 ◽

Cited By ~ 1

Author(s):

Huizi Yang ◽

Zhanwen Yang ◽

Pengyue Wang ◽

Dandan Han

Keyword(s):

Stability Analysis ◽

Mean Square ◽

Mean Square Stability ◽

Transformation Approach

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