Almost sure exponential stability in the numerical simulation of stochastic differential equations (Q2946211)
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scientific article; zbMATH DE number 6482634
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| English | Almost sure exponential stability in the numerical simulation of stochastic differential equations |
scientific article; zbMATH DE number 6482634 |
Statements
Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations (English)
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16 September 2015
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almost sure exponential stability
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moment exponential stability
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stochastic theta method
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Lipschitz condition
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linear growth condition
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0.9173405766487122
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0.8925014138221741
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0.8822064399719238
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0.8731666803359985
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