Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.aml.2022.108543 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4312056040 / rank | |||
Normal rank | |||
Latest revision as of 00:19, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients |
scientific article |
Statements
Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (English)
0 references
23 January 2023
0 references
backward Euler-Maruyama method
0 references
super-linear coefficients
0 references
\(p\)th moment exponential stability
0 references
almost sure exponential stability
0 references
