Convergence and stability of the one-leg \(\theta\) method for stochastic differential equations with piecewise continuous arguments (Q5080702)
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scientific article; zbMATH DE number 7535010
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| English | Convergence and stability of the one-leg \(\theta\) method for stochastic differential equations with piecewise continuous arguments |
scientific article; zbMATH DE number 7535010 |
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Convergence and stability of the one-leg θ method for stochastic differential equations with piecewise continuous arguments (English)
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31 May 2022
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stochastic differential equations with piecewise continuous arguments
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one-leg \(\theta\) method
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\(p\)th moment exponential stability
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almost sure exponential stability
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0.9220356941223145
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0.8956468105316162
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0.8949642777442932
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0.8879114985466003
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