Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (Q452876)
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scientific article; zbMATH DE number 6083601
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| English | Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations |
scientific article; zbMATH DE number 6083601 |
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Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations (English)
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18 September 2012
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stochastic differential equations
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almost sure exponential stability
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\(\theta \)-method
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semimartingale convergence theorem
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one-sided linear growth
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0.97473985
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0.96125746
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0.9497803
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0.94772005
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0.9392613
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0.9384291
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0.9354365
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0.93461394
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