Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063)
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scientific article; zbMATH DE number 7007991
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| English | Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients |
scientific article; zbMATH DE number 7007991 |
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Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (English)
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29 January 2019
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partially truncated Euler-Maruyama method
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stochastic differential equations
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mean square exponential stability
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super-linear growing coefficients
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0.8363234400749207
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0.8215076327323914
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0.8208974003791809
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0.8052124381065369
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