Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876): Difference between revisions

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+H10
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+6083601
@@ Property / zbMATH DE Number: 6083601 / rank @@
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@@ Property / zbMATH Keywords @@
+stochastic differential equations
@@ Property / zbMATH Keywords: stochastic differential equations / rank @@
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@@ Property / zbMATH Keywords @@
+almost sure exponential stability
@@ Property / zbMATH Keywords: almost sure exponential stability / rank @@
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@@ Property / zbMATH Keywords @@
+\(\theta \)-method
@@ Property / zbMATH Keywords: \(\theta \)-method / rank @@
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@@ Property / zbMATH Keywords @@
+semimartingale convergence theorem
@@ Property / zbMATH Keywords: semimartingale convergence theorem / rank @@
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+one-sided linear growth
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+https://doi.org/10.1016/j.spl.2012.05.004
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+W2077083259
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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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@@ Property / cites work @@
+Numerical solutions of stochastic differential equations -- implementation and stability issues
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@@ Property / cites work @@
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@@ Property / cites work @@
+Q4714145
@@ Property / cites work: Q4714145 / rank @@
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@@ Property / cites work @@
+Mean-Square and Asymptotic Stability of the Stochastic Theta Method
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+Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+Q3800818
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@@ Property / cites work @@
+Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
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@@ Property / cites work @@
+Q4303533
@@ Property / cites work: Q4303533 / rank @@
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@@ Property / cites work @@
+Q4369402
@@ Property / cites work: Q4369402 / rank @@
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@@ Property / cites work @@
+LaSalle-type theorems for stochastic differential delay equations
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+A note on the LaSalle-type theorems for stochastic differential delay equations
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+Khasminskii-Type Theorems for Stochastic Differential Delay Equations
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+Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations
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+Stochastic Differential Equations with Markovian Switching
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+Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
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+Almost sure asymptotic stability of drift-implicit \(\theta\)-methods for bilinear ordinary stochastic differential equations in \(\mathbb R^1\)
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+Stability Analysis of Numerical Schemes for Stochastic Differential Equations
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+Q4223074
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@@ Property / cites work @@
+Nonlinear stability of \(\theta \)-methods for neutral differential equations in Banach space
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+Almost sure exponential stability of numerical solutions for stochastic delay differential equations
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+Publication:452876