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

Latest revision as of 18:34, 8 July 2024

scientific article

Language	Label	Description	Also known as
English	Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations	scientific article

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

Journal of Computational and Applied Mathematics

0 references

publication date

23 July 2014

0 references

zbMATH Keywords

SDEs

0 references

STM

0 references

EM

0 references

BEM

0 references

mean-square exponential stability

0 references

describes a project that uses

RODAS

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

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

0 references

cites work

Q4714145

0 references

Q4333039

0 references

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

0 references

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

0 references

Q2708029

0 references

Numerical methods for nonlinear stochastic differential equations with jumps

0 references

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

0 references

Q4860586

0 references

Stability Analysis of Numerical Schemes for Stochastic Differential Equations

0 references

Almost sure exponential stability of neutral stochastic differential difference equations

0 references

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

0 references

Mean-Square and Asymptotic Stability of the Stochastic Theta Method

0 references

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

0 references

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

0 references

Mean-square stability of numerical schemes for stochastic differential systems

0 references

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

0 references

Q4303533

0 references

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

0 references

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

0 references

Identifiers

zbMATH Open document ID

1291.65028

0 references

DOI

10.1016/j.cam.2013.07.007

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:2252758

@@ Property / describes a project that uses @@
+RODAS
@@ Property / describes a project that uses: RODAS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ 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
@@ links / mardi / name / links / mardi / name @@
+Publication:2252758