Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876): Difference between revisions
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Property / Mathematics Subject Classification ID: 93E15 / rank | |||
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Property / Mathematics Subject Classification ID: 65C30 / rank | |||
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Property / zbMATH DE Number: 6083601 / rank | |||
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stochastic differential equations | |||
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almost sure exponential stability | |||
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\(\theta \)-method | |||
Property / zbMATH Keywords: \(\theta \)-method / rank | |||
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semimartingale convergence theorem | |||
Property / zbMATH Keywords: semimartingale convergence theorem / rank | |||
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one-sided linear growth | |||
Property / zbMATH Keywords: one-sided linear growth / rank | |||
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Revision as of 10:50, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations |
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Statements
Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (English)
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18 September 2012
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stochastic differential equations
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almost sure exponential stability
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\(\theta \)-method
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semimartingale convergence theorem
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one-sided linear growth
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