Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations (Q5386190): Difference between revisions
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Revision as of 21:04, 5 March 2024
scientific article; zbMATH DE number 5265782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations |
scientific article; zbMATH DE number 5265782 |
Statements
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations (English)
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22 April 2008
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one-sided Lipschitz condition
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linear growth condition
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Lyapunov exponent
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stochastic theta method
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stochastic differential equations
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Euler-Maruyama method
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stability
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backward Euler method
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