A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations (Q2433787)
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scientific article; zbMATH DE number 5068580
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| English | A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations |
scientific article; zbMATH DE number 5068580 |
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A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations (English)
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30 October 2006
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The author generalizes a theorem on the exponential stability in \(p\)th mean of solutions of stochastic delay differential equations obtained in the paper by \textit{C. T. H. Baker} and \textit{E. Buckwar} [J. Comput. Appl. Math. 184, No.~2, 404--427 (2005; Zbl 1081.65011)].
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stochastic difference equations
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Euler--Maruyama scheme
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0.8440560698509216
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0.8417748808860779
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0.8297925591468811
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0.8254134654998779
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