A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations (Q2433787): Difference between revisions
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| Property / DOI: 10.1016/j.cam.2005.11.019 / rank | |||
| Property / author | |||
| Property / author: Luo, Jiaowan / rank | |||
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| Property / reviewed by: Grigori N. Milstein / rank | |||
| Property / author | |||
| Property / author: Luo, Jiaowan / rank | |||
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| Property / reviewed by: Grigori N. Milstein / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.cam.2005.11.019 / rank | |||
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| Property / OpenAlex ID: W1989480712 / rank | |||
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| Property / cites work: Exponential stability in \(p\)-th mean of solutions, and of convergent Euler-type solutions, of stochastic delay differential equations / rank | |||
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| Property / cites work: Q5569338 / rank | |||
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| Property / DOI: 10.1016/J.CAM.2005.11.019 / rank | |||
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Latest revision as of 14:50, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations |
scientific article |
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A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations (English)
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30 October 2006
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The author generalizes a theorem on the exponential stability in \(p\)th mean of solutions of stochastic delay differential equations obtained in the paper by \textit{C. T. H. Baker} and \textit{E. Buckwar} [J. Comput. Appl. Math. 184, No.~2, 404--427 (2005; Zbl 1081.65011)].
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stochastic difference equations
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Euler--Maruyama scheme
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