Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users 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.spl.2012.05.004 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2077083259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical solutions of stochastic differential equations -- implementation and stability issues / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2708029 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4714145 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mean-Square and Asymptotic Stability of the Stochastic Theta Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Higher-order implicit strong numerical schemes for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3800818 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4303533 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4369402 / rank
 
Normal rank
Property / cites work
 
Property / cites work: LaSalle-type theorems for stochastic differential delay equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on the LaSalle-type theorems for stochastic differential delay equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Khasminskii-Type Theorems for Stochastic Differential Delay Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations with Markovian Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability Analysis of Numerical Schemes for Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4223074 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear stability of \(\theta \)-methods for neutral differential equations in Banach space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Almost sure exponential stability of numerical solutions for stochastic delay differential equations / rank
 
Normal rank

Latest revision as of 17:21, 5 July 2024

scientific article
Language Label Description Also known as
English
Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations
scientific article

    Statements

    Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (English)
    0 references
    0 references
    0 references
    18 September 2012
    0 references
    stochastic differential equations
    0 references
    almost sure exponential stability
    0 references
    \(\theta \)-method
    0 references
    semimartingale convergence theorem
    0 references
    one-sided linear growth
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references