Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations (Q2252758): Difference between revisions

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scientific article

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English	Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations	scientific article

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instance of

scholarly article

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title

Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations (English)

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Journal of Computational and Applied Mathematics

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publication date

23 July 2014

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zbMATH Keywords

SDEs

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STM

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EM

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BEM

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mean-square exponential stability

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describes a project that uses

RODAS

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cam.2013.07.007

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cites work

Q4714145

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Q4333039

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Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations

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On the boundedness of asymptotic stability regions for the stochastic theta method

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Q2708029

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Numerical methods for nonlinear stochastic differential equations with jumps

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Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

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Q4860586

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Stability Analysis of Numerical Schemes for Stochastic Differential Equations

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Almost sure exponential stability of neutral stochastic differential difference equations

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Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations

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Mean-Square and Asymptotic Stability of the Stochastic Theta Method

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Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations

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Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in

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Mean-square stability of numerical schemes for stochastic differential systems

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Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations

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Q4303533

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Almost sure exponential stability of numerical solutions for stochastic delay differential equations

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Nonlinear stability of \(\theta \)-methods for neutral differential equations in Banach space

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Identifiers

zbMATH Open document ID

1291.65028

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DOI

10.1016/j.cam.2013.07.007

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2252758

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2013.07.007
+Normal rank
@@ Property / OpenAlex ID @@
+W2062224371
@@ Property / OpenAlex ID: W2062224371 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4333039
@@ Property / cites work: Q4333039 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+On the boundedness of asymptotic stability regions for the stochastic theta method
+Normal rank
@@ Property / cites work @@
+Q2708029
@@ Property / cites work: Q2708029 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerical methods for nonlinear stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Q4860586
@@ Property / cites work: Q4860586 / rank @@
+Normal rank
@@ Property / cites work @@
+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of neutral stochastic differential difference equations
+Normal rank
@@ Property / cites work @@
+Towards a Systematic Linear Stability Analysis of Numerical Methods for Systems of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
+Normal rank
@@ Property / cites work @@
+Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in
+Normal rank
@@ Property / cites work @@
+Mean-square stability of numerical schemes for stochastic differential systems
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4303533
@@ Property / cites work: Q4303533 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
+Normal rank
@@ Property / cites work @@
+Nonlinear stability of \(\theta \)-methods for neutral differential equations in Banach space
+Normal rank