Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition (Q2255715)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition
scientific article

    Statements

    Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition (English)
    0 references
    0 references
    0 references
    18 February 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic delay differential equations
    0 references
    almost sure stability
    0 references
    exponential stability
    0 references
    backward Euler-Maruyama method
    0 references
    monotone-type condition
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references