Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition (Q2323481)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition |
scientific article |
Statements
Almost sure exponential stability of implicit numerical solution for stochastic functional differential equation with extended polynomial growth condition (English)
0 references
2 September 2019
0 references
stochastic functional differential equation
0 references
almost sure exponential stability
0 references
polynomial growth condition
0 references
semi-martingale convergence theorem
0 references
backward Euler-Maruyama method
0 references
0 references
0 references
0 references
0 references
