Exponential stability of a stochastic Taylor method of order 1.5 for stochastic differential equations (Q4926983)
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scientific article; zbMATH DE number 6179194
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| English | Exponential stability of a stochastic Taylor method of order 1.5 for stochastic differential equations |
scientific article; zbMATH DE number 6179194 |
Statements
20 June 2013
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linear stochastic differential equation
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strong 1.5th order implicit stochastic Taylor method
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almost sure exponential stability
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moment exponential stability
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0.8294960260391235
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0.8229191899299622
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0.8150990605354309
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0.8142157793045044
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0.8140118718147278
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