On moment-dissipative stochastic dynamical systems (Q2761986)
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scientific article; zbMATH DE number 1686641
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| English | On moment-dissipative stochastic dynamical systems |
scientific article; zbMATH DE number 1686641 |
Statements
15 May 2003
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dissipativity
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stability
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constructivity
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nonlinear, nonautonomous stochastic systems
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implicit Euler numerical methods
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On moment-dissipative stochastic dynamical systems (English)
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Definitions and key theorems on dissipativity, stability, and constructivity of nonlinear, nonautonomous stochastic systems are presented, justified, and used to study the stability of implicit Euler numerical methods for approximating the solutions of these systems. The fully drift-implicit Euler method is found to be particulary well behaved.
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0.7776941657066345
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0.7689117193222046
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