Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation (Q273262)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Almost sure exponential stability of the backward Euler-Maruyama discretization for highly nonlinear stochastic functional differential equation
scientific article

    Statements

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