Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (Q2678366)
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scientific article; zbMATH DE number 7644567
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| English | Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients |
scientific article; zbMATH DE number 7644567 |
Statements
Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients (English)
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23 January 2023
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backward Euler-Maruyama method
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super-linear coefficients
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\(p\)th moment exponential stability
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almost sure exponential stability
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0.8465145230293274
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0.8215076327323914
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0.8097363710403442
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0.800724446773529
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