Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (Q1716063)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7007991
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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 |
Statements
Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients (English)
0 references
29 January 2019
0 references
partially truncated Euler-Maruyama method
0 references
stochastic differential equations
0 references
mean square exponential stability
0 references
super-linear growing coefficients
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8363234400749207
0 references
0.8215076327323914
0 references
0.8208974003791809
0 references
0.8052124381065369
0 references
