Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations (Q4827617): Difference between revisions
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scientific article; zbMATH DE number 2116756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations |
scientific article; zbMATH DE number 2116756 |
Statements
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations (English)
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18 November 2004
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exponential mean-square stability
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stochastic differential equations
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finite-time convergence
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second-moment Lyapunov exponent bounds
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stochastic theta methods
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implicit methods
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