Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation (Q273262)
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English | Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation |
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Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation (English)
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21 April 2016
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stochastic functional differential equations
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polynomial growth conditions
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semi-martingale convergence theorem
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backward Euler-Maruyama method
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almost sure exponential stability
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