Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations |
scientific article |
Statements
Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (English)
0 references
18 September 2012
0 references
stochastic differential equations
0 references
almost sure exponential stability
0 references
\(\theta \)-method
0 references
semimartingale convergence theorem
0 references
one-sided linear growth
0 references
