Related papers: Stability of Numerical Solution to Pantograph Stoc…
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Numerical methods for SDEs with irregular coefficients are intensively studied in the literature, with different types of irregularities usually being attacked separately. In this paper we combine two different types of irregularities:…
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We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation of the SDE. The criterion is also, to a certain extent,…
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In this note we consider the Steiner tree problem under Bilu-Linial stability. We give strong geometric structural properties that need to be satisfied by stable instances. We then make use of, and strengthen, these geometric properties to…
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The recent results of An, Luan, and Yen [Differential stability in convex optimization via generalized polyhedrality. Vietnam J. Math. https://-doi.org/10.1007/s10013-024-00721-y] on differential stability of parametric optimization…
We study the asymptotic behaviour of the solutions of a functional- differential equation with rescaling, the so-called pantograph equation. From this we derive asymptotic information about the zeros of these solutions.
An implicit Euler--Maruyama method with non-uniform step-size applied to a class of stochastic partial differential equations is studied. A spectral method is used for the spatial discretization and the truncation of the Wiener process. A…
In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…