A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations (Q2433787): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.cam.2005.11.019 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1989480712 / rank | |||
Normal rank | |||
Revision as of 00:56, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations |
scientific article |
Statements
A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations (English)
0 references
30 October 2006
0 references
The author generalizes a theorem on the exponential stability in \(p\)th mean of solutions of stochastic delay differential equations obtained in the paper by \textit{C. T. H. Baker} and \textit{E. Buckwar} [J. Comput. Appl. Math. 184, No.~2, 404--427 (2005; Zbl 1081.65011)].
0 references
stochastic difference equations
0 references
Euler--Maruyama scheme
0 references
