Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876)

From MaRDI portal
Revision as of 16:21, 5 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    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
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references