Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations (Q4827617): Difference between revisions
From MaRDI portal
Latest revision as of 14:26, 7 June 2024
scientific article; zbMATH DE number 2116756
Language | Label | Description | Also known as |
---|---|---|---|
English | Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations |
scientific article; zbMATH DE number 2116756 |
Statements
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations (English)
0 references
18 November 2004
0 references
exponential mean-square stability
0 references
stochastic differential equations
0 references
finite-time convergence
0 references
second-moment Lyapunov exponent bounds
0 references
stochastic theta methods
0 references
implicit methods
0 references
0 references
0 references