Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366): Difference between revisions
From MaRDI portal
Revision as of 08:26, 31 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients |
scientific article |
Statements
Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (English)
0 references
23 January 2023
0 references
backward Euler-Maruyama method
0 references
super-linear coefficients
0 references
\(p\)th moment exponential stability
0 references
almost sure exponential stability
0 references
0 references
