A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations (Q2433787): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (5 intermediate revisions by 4 users not shown) | |||
| Property / author | |||
| Property / author: Luo, Jiaowan / rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Grigori N. Milstein / rank | |||
| Property / author | |||
| Property / author: Luo, Jiaowan / rank | |||
Normal rank | |||
| Property / reviewed by | |||
| Property / reviewed by: Grigori N. Milstein / rank | |||
Normal rank | |||
| 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.cam.2005.11.019 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1989480712 / 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: Q5569338 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 22:27, 24 June 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 |
Statements
A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations (English)
0 references
30 October 2006
0 references
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)].
0 references
stochastic difference equations
0 references
Euler--Maruyama scheme
0 references
