Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (Q5168660): Difference between revisions
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Revision as of 19:06, 5 March 2024
scientific article; zbMATH DE number 6318499
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations |
scientific article; zbMATH DE number 6318499 |
Statements
Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations (English)
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18 July 2014
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stochastic differential delay equations
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stochastic ordinary differential equations
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exponential mean square stability
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exponential decay rate
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the split-step theta method
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stochastic theta method
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