Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (Q4923217)

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scientific article; zbMATH DE number 6171097
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Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations
scientific article; zbMATH DE number 6171097

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    Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations (English)
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    6 June 2013
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    stochastic functional differential equations (SFDEs)
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    nonnegative semimartingale convergence theorem
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    almost sure stability
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    EM method
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