3 papers
math.NA2026
Exponential Stability of Slow--Fast Stochastic Systems with a Small Delay
Yudong Wang, Kele Sun, Shijie Zhou +1
In this paper, we investigate the exponential stability of coupled slow--fast stochastic systems with a small delay. Under an averaged Lyapunov condition, we establish practical $p…
math.NA2025
Strong convergence in the infinite horizon of numerical methods for stochastic delay differential equations
Yudong Wang, Hongjiong Tian
In this work, we present a general technique for establishing the strong convergence of numerical methods for stochastic delay differential equations (SDDEs) in the infinite horizo…
math.NA2025
Implicit numerical approximation for stochastic delay differential equations with the nonlinear diffusion term in the infinite horizon
Yudong Wang, Hongjiong Tian
This paper investigates the approximation of stochastic delay differential equations (SDDEs) via the backward Euler-Maruyama (BEM) method under generalized monotonicity and Khasmin…