Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations (Q1622727)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations |
scientific article |
Statements
Almost sure exponential stability of an explicit stochastic orthogonal Runge-Kutta-Chebyshev method for stochastic delay differential equations (English)
0 references
19 November 2018
0 references
stochastic delay differential equations
0 references
discrete semimartingale convergence theorem
0 references
almost sure stability
0 references
Chebyshev method
0 references
Runge-Kutta method
0 references
explicit schemes
0 references
