Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366): Difference between revisions
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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)
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23 January 2023
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backward Euler-Maruyama method
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super-linear coefficients
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\(p\)th moment exponential stability
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almost sure exponential stability
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