ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS (Q5694405): Difference between revisions

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Latest revision as of 17:08, 10 June 2024

scientific article; zbMATH DE number 2211558
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ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
scientific article; zbMATH DE number 2211558

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    ON HALANAY-TYPE ANALYSIS OF EXPONENTIAL STABILITY FOR THE θ-MARUYAMA METHOD FOR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS (English)
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    30 September 2005
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    stochastic differential delay equations
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    discrete time approximation
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    exponential stability
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    numerical examples
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    Euler schemes
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