Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients |
scientific article |
Statements
Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (English)
0 references
23 January 2023
0 references
backward Euler-Maruyama method
0 references
super-linear coefficients
0 references
\(p\)th moment exponential stability
0 references
almost sure exponential stability
0 references
0 references