Almost sure instability of the equilibrium solution of a Milstein-type stochastic difference equation (Q316375): Difference between revisions

@@ Property / DOI @@
-.1016/j.camwa.2013.06.020
@@ Property / DOI: 10.1016/j.camwa.2013.06.020 / rank @@
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@@ Property / author @@
-Aleksandra Rodkina
@@ Property / author: Aleksandra Rodkina / rank @@
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@@ Property / author @@
+Aleksandra Rodkina
@@ Property / author: Aleksandra Rodkina / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+A50
@@ Property / Mathematics Subject Classification ID: 39A50 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+A30
@@ Property / Mathematics Subject Classification ID: 39A30 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+A12
@@ Property / Mathematics Subject Classification ID: 39A12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / zbMATH DE Number @@
+6629980
@@ Property / zbMATH DE Number: 6629980 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic difference equations
@@ Property / zbMATH Keywords: stochastic difference equations / rank @@
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@@ Property / zbMATH Keywords @@
+a.s. instability
@@ Property / zbMATH Keywords: a.s. instability / rank @@
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@@ Property / zbMATH Keywords @@
+discrete Itô formula
@@ Property / zbMATH Keywords: discrete Itô formula / rank @@
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@@ Property / zbMATH Keywords @@
+multiplicative noise
@@ Property / zbMATH Keywords: multiplicative noise / rank @@
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@@ Property / zbMATH Keywords @@
+martingale convergence
@@ Property / zbMATH Keywords: martingale convergence / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Euler-Milstein discretisation
@@ Property / zbMATH Keywords: Euler-Milstein discretisation / rank @@
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@@ Property / zbMATH Keywords @@
+Itô stochastic differential equation
@@ Property / zbMATH Keywords: Itô stochastic differential equation / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.camwa.2013.06.020
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@@ Property / OpenAlex ID @@
+W2090684509
@@ Property / OpenAlex ID: W2090684509 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure exponential stability of neutral stochastic differential difference equations
+Normal rank
@@ Property / cites work @@
+Higher-order implicit strong numerical schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A comparative linear mean-square stability analysis of Maruyama- and Milstein-type methods
+Normal rank
@@ Property / cites work @@
+Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise
+Normal rank
@@ Property / cites work @@
+Q4223074
@@ Property / cites work: Q4223074 / rank @@
+Normal rank
@@ Property / cites work @@
+Almost sure asymptotic stability analysis of the <i>θ</i>-Maruyama method applied to a test system with stabilising and destabilising stochastic perturbations
+Normal rank
@@ Property / cites work @@
+Application of a discrete Itô formula to determine stability (instability) of the equilibrium of a scalar linear stochastic difference equation
+Normal rank
@@ Property / cites work @@
+Probability with Martingales
@@ Property / cites work: Probability with Martingales / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CAMWA.2013.06.020
@@ Property / DOI: 10.1016/J.CAMWA.2013.06.020 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:316375