Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients (Q2007787)
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scientific article; zbMATH DE number 7135200
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| English | Strong convergence and exponential stability of stochastic differential equations with piecewise continuous arguments for non-globally Lipschitz continuous coefficients |
scientific article; zbMATH DE number 7135200 |
Statements
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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0.903878927230835
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0.8928636312484741
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0.891247034072876
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0.8691503405570984
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