Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations (Q4827617): Difference between revisions

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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)
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    18 November 2004
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    exponential mean-square stability
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    stochastic differential equations
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    finite-time convergence
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    second-moment Lyapunov exponent bounds
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    stochastic theta methods
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    implicit methods
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