Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients (Q2007787)
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English | Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients |
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Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients (English)
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22 November 2019
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stochastic differential equations with piecewise continuous arguments (SEPCA)
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split-step \(\theta \)-method
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strong convergence
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exponential stability
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