\(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations (Q2175601)
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scientific article; zbMATH DE number 7195044
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| English | \(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations |
scientific article; zbMATH DE number 7195044 |
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\(p\)th moment \((p \in (0, 1))\) and almost sure exponential stability of the exact solutions and modified truncated EM method for stochastic differential equations (English)
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29 April 2020
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stochastic differential equations
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modified truncated Euler-Maruyama method
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\(p\)th moment exponential stability
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almost sure exponential stability
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0.8746511936187744
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0.8433844447135925
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0.839205801486969
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0.8379501104354858
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